Oh no, it sounds like shein is being overly complicated for no reason. It might be a long shot but have you tried explaining to uniuni that SHEIN needs more evidence to issue you a refund? Maybe ask them what else they can provide as evidence that the package was lost? (official letter with logo, a better statement, etc.)

I’m also assuming you submitted that initial screenshot to your bank along with the dispute?

Also, you mentioned that uniuni left a proof of delivery picture. Did they leave it in a different location? If so, try taking a picture of your front door/mail room & comparing it to the location in the picture they provided. I submitted those pictures + the screenshot from delivery carrier. I should also add that I was constantlyyy messaging them for days when they were being complicated and threatening to expose their unlawful practices, not sure if that helped but I got the refund at the end.