I've just been through exact same thing with Hermes - ebay wouldn't refund because it was marked as delivered, Hermes don't care/outsource customer service to people designed to make you give up in frustration.
I eventually managed to get a refund by opening a case via Resolver and after a month of frustrating back and forwards emails & threatening small claims court, I managed to eventually escalate it to chief executive (or at least whoever gets stuck with answering their email). At which point they contacted ebay on my behalf, agreed they'd lost it and ebay refunded me.
Can't guarantee this will work, but it's worth a try. I would hope RM would be a bit better than Hermes. In the end if they can't provide a signature for the signed for ones then they can't prove they were delivered so I reckon you've got a strong case.