It's likely been opened in customs, unless it's damaged it's probably a non-issue.
Keychron mechanical keyboards unofficial support
Facebook : https://www.facebook.com/groups/Keychronlinux
I thought in those cases they'd leave a slip in the package that says 'checked by customs' but I'm not sure.
My three general tips for contacting a company with a purchase-related complaint are 1) use the contact form on their webpage as well as other options - I've had companies tell me my direct email to them got stuck in their spam filter and their contact form-generated emails should not, 2) know what you're entitled to and what complaint processes you can use if/when, 3) be polite, express hope at first that you won't need to reach out to those complaint processes, and be organized (e.g., include the date, succinct statement of issue, summary of previous contact attempts) - this will create a paper trail that you can use for official complaints if/when and it should hopefully alert the seller that it's in their best interests to intervene sooner
Unfortunately, I've done all of this. It was several months of back and forth with Keychron and DHL. Each of them refused to take responsibility and told me I needed to work with the other.
I've been told maybe 15 times that Keychron would connect me with a supervisor for further assistance. Weeks go by of me asking for an update, the finally respond saying they can't help. Now they simply won't respond to me.
Like I mentioned, Cheswick on the subreddit banned me because he said I was being a "Karen" and "trying to scam keychron". Not only that but he threatened to use his connections at Keychron to make sure they won't help me. It kind of seems like that is what happened.
I'm sorry those companies put you through that and that your diligent efforts weren't successful. It sounds incredibly frustrating, especially if you were fond of one the company's products. The diffusion of responsibility between keychron and dhl sounds like it'd be a challenge for a customer with a reasonable complaint to overcome. It also seems like keycrhon has decided to ignore you. As frustrating as this may be, I think your best bet is to accept the situation and move on. It's not right what happened, but it sounds like the 'juice isn't worth the squeeze' to continue trying, and dropping it for self-preservation seems like it might be best