Dzug's answer is correct as long as the word 'keep' is taken to mean that the new occupiers of your old address intend to permanently deprive you of it.
However, there is absolutely no obligation upon them to forward any mail or to return it to the Post Office or senders. They are perfectly within their rights to say that they will hand you the mail when you call at their house, at a time which is convenient to them. The fact that that might mean you being forced to make a lengthy round trip, possibly of several hundred miles, is completely irrelevant. There is also no obligation upon them to tell you that some of your mail has been delivered to their house unless, of course, you ask them.
If you've asked them whether they've got your mail and they don't reveal it, they may be guilty of theft. However, it's far more likely that the Post Office have screwed up on the redirection arrangements. (There's no reason why they should take several weeks to come into effect. a few days is usually sufficient). Even if the new occupiers really have consigned your mail to the bin (which is what I always do with mail for previous occupiers - but I have lived here for 15 years) you'd never be able to prove it unless the mail included 'signed for' items.
Chris