It seems to be a real nightmare in this country receiving parcels - couriers frequently seem to ignore instructions, and often "sign" for stuff themselves.
I have a "Please return undeliverable to depot" notice on my door, but the only courier who respects this is Royal Mail (whose depot is just round the corner from my house fortunately).
With Amazon I now use their Amazon Locker facility, but for some items they do not provide this feature.
Good luck with the second parcel :-)