That's a frustrating loop to get stuck in — especially when the automated system keeps asking for info you can't give it since the order hasn't even arrived.
Go to support.microsoft.com/contactus, and type your issue as "order not delivered" or "missing order" rather than a product name. This routes you to the order/billing chat flow instead of the device-support IVR that wants a serial number.
Try X @MicrosoftHelps or @MicrosoftStore