How is it legal for DHL to do this?

Context: I live in a student housing, all of our packages get dropped off at the front door, nothing is ever signed or validated. I ordered something off of Marktplaats, at the delivery page, there was no option to ship to a drop off point, only home address. On the 17th of this month, I get a notification that my package has arrived, I go down, there is nothing, I check everywhere, nothing. Even asked the neighbours. I open an investigation with DHL, who after 10 days tell me that after reviewing my complaint, they have concluded that my package was delivered successfully, aka, I have to pay out the Marktplaats sender without receiving anything. I ask the landlord to check the CCTV cameras, they confirm that no such package was ever at said time and date. I ask DHL if they can provide proof of delivery or any proof at all. They reply is that they can only do that if the sender of the package (who I suspect might be trying to scam me) initiates an investigation. So basically, if I ordered something that was 1000€ and they say it was delivered and I say it was not, even though they refuse to provide any proof unless the person, who potentially tried to scam me asks for it, I cannot do anything but pay for nothing. How is this actually legal and how cannot I not take any action against this?