Ecom express X Nykaa

Idk if this is the right sub to post this but nykaa’s return policy states that once shipped we can’t cancel an order but we can refuse the delivery. But these delivery guys from ecom express are really really abusive and talk in a threatening tone if I ask them to cancel a cod order. It has happened twice now. I live alone at home all day ( working parents ) and this shit is scary. I said it was ordered at the wrong address which is why I’m asking you to cancel and he yelled at me asking me to put the person on call whose address it was supposed to be ordered at. He sounds like a complete maniac and the fact that he knows where I live is scary. Idk where I can raise a complaint against him or what should I do? I wrote to nykaa but they’re just dumb people who send automated emails.