Microsoft doesn’t ship directly. They use carriers.
The tracking page should show which carrier handled it. If it says, “Returned to shipper – Incomplete address”, that means the carrier marked it undeliverable and sent it back to Microsoft’s warehouse.
You need to recover your Microsoft account:
https://account.microsoft.com/password/reset
If login fails, go to:
That’s the official Microsoft account recovery form.
Use:
Same device
Same Wi-Fi
No VPN