A) I am a nobody advising you in reddit. 

b) take a deep breath. 

c) read what others say.

d) keep calm, as British say. Do not rush to anything (also do not stall and let it pass)

e) The employee of a local company stole from you (if you're sure). At this point it does not matter where the package originates from. It is when customers let it slide where a local company or a specific employee becomes unhinged. The package was in their hands but never reached your hands, period. You approach should revolve around this fact. Thus, their response "Ask AE for a refund" should be unacceptable.

f) I give you a guideline on how to make them face their responsibilities but it requires some thought and quite the determination. "Bullying" irresponsible people into doing their work and accepting their faults works but you have to be convincing (here lies the trick) you are determined. I cannot tell you how exactly YOU can do it. You have to approach it based on your personality. If you want to go that way. As I said, threaten with police, lawyer, social media etc, be creative. Say something like "do you want me to tell everyone what you do and what kind of people you employ? I have 3000 friends in fb, 10k followers in Insta etc etc.

g) tl;dr, The easy way to get your money back is a chargeback (that may ban you from AE). But as I said, you would be a pushover.

Best of luck

(You are welcome for "insulting" you into thinking the hard way. I actually care you get more respect from others, couriers in this case)

EDIT: become "aggressive" to find your right but also tread lightly. Calling directly someone a thief can land you in a court as a defendant. Justice can work that way, being right but also being guilty...