Customer getting refund after opening up A-Z without returning product

I sell high end electronics.i have lost multiple cases where customer open up a A-Z and says that they either didn’t get the product or that the product is defective. We would lose the A-Z even after we provide Amazon with proof of delivery or let them know that the customer can return the product. Amazon would rule in their favor and let them keep the product. These products are 2k-4k in value. I don’t know what to do.