Buyer never signed for package and it got sent back to me but where is it?

What should I do if a buyer on Amazon did not sign for a package and it got sent back to the sender which is me but I wasn’t there at the door to sign for it, they left a slip and never attempted to deliver it back to me again? And the tracking info shows it’s now in some other state. I contacted UPS and they told me because the label was created through Amazon, I need to contact them. Where do I contact Amazon for this and how will they be able to help me if UPS themselves can’t help me for their mistake? This is a $1,500 order missing.