First...do you live in some kind of multi household ? This may be a block of flats.
If you live in a home, where your mail comes through your own letterbox, than if items go missing, its almost certain that they have been "mislaid" somewhere on route.
Stuff get nicked from within Royal Mail all the time....they even have a Dept. especially created to combat it.
Make a complaint, in writing and keep a copy. If there is a thief somewhere in the system, then Royal Mail need all the help they can get.