For International order we are largely dictated to by the terms of Royal Mail (the postal service we use to send parcels), here is Royal Mail's policy for lost/delayed international mail:
www.royalmail.com/international-compensation
Please note: It does state "Loss claims should not be submitted until after 20 working days after the due delivery date for items going to Europe and after 25 working days for Rest of the World."
Therefore, we/you would need to ensure 20/25 working days have at least passed since posting and non arrival, as this is the timeframe that the postal service considers an item to be "lost"