Exactly — your contract is with the seller, not the delivery company. The seller is responsible for making sure you receive your goods, and they have to chase the courier if something goes wrong.
The points about payment methods are also spot on: credit cards offer extra protection under Section 75 for purchases over £100, debit cards let you request a chargeback, and PayPal gives you buyer protection if you act within their time limits. Always good to know your options depending on how you paid.