Apparently, if something you order online is:
"Lost by Royal Mail",
that actually means:
"Royal Mail accidentally forwarded your package to your alternate address, even though the redirection service you ordered ended two weeks before the package was shipped".
This can have a strange and interesting plant consequence: a replacement shipment can be sent to you, arriving two days before another package arrives from your alternate address (to which stuff was being redirected) including stuff you forgot to take with you and a mysterious little package that arrived for you after you left.
Summary: I now have two of
these, for the price of one.