Have any other sellers had issues with customers not collecting their parcel from the post office, then filing a missing order refund request?

Amazon's response to this is pathetic:

"We understand your concern; however, once a refund is processed automatically due to a delivery issue (such as the item not being collected in time), Amazon is unable to charge the customer again or reverse the refund—even if the package is later collected.

In such cases, sellers are not eligible for reimbursement, as the refund was issued per Amazon’s A-to-Z Guarantee and customer service policies. We recommend reaching out to the customer directly via Buyer-Seller Messaging to request a return or repayment if you believe this is appropriate."

In this instance, the customer did not reply to multiple emails notifying them that the parcel was awaiting collection. Received the refund, then collected the parcel.