The pandemic has certainly caused delays in shipping all over the globe. Mostly, all I've noticed is that things might take a day or two longer than they normally would. I've had a few items get significantly delayed (one bounced all over the country before getting delivered). But no outright disappearances.
I've had very little ever disappear from the USPS. Meaning, in my whole life. I can recall a couple of letters (yeah, we used to do this thing called "writing letters," an ancient practice involving pen, paper, and far more patience than anyone has anymore) getting chewed up in their machines and eventually arriving to me in pieces with a stock apology note. But even those eventually arrived.
My friends who work for USPS say it's actually fairly difficult to steal the mail. Not impossible, but items are tracked more today, and workers are watched more today, making it more difficult to pull off without them getting caught. Meanwhile, Amazon has made "porch pirating" much more common than it used to be. There are a lot more packages being delivered, and they're a lot more likely to contain something more valuable than the ugly sweater your aunt knitted for you.
So if something isn't delivered, I would question first: Do you know for sure it was sent? Online commerce has also created the phenomenon of scamming someone by creating a shipping label and then never sending the item.
USPS tracking is....inconsistent would a polite word. Sucky might be more accurate. So, next I would assume that the item is simply stuck, especially if tracking just keeps saying it's on its way to its destination without otherwise updating. That's their stock update for when an item has not been scanned in more than 24 hours. Items getting stalled are more common than items getting outright lost.
After that, I would suspect porch pirates, especially if there's some indication it was delivered and your mailbox is visible and accessible from the street.
I would assume USPS theft as probably the item's least likely fate. Possible. Especially if it's something that....uh....might be detectable by its odor and identifiable as fun and/or valuable. But I'd say the chances are fairly low.
With international mail in particular, I have noticed longer delays, especially getting through customs and then going from customs to the custody of USPS. What might normally take a day or two is taking more like three to five days. And I don't know how much easier theft might be at customs. (I have several friends and family members who work for USPS, but I don't know anybody who works for customs.)
tl;dr Most of the time, just sit tight and your item will eventually reach you. Covid is causing some delays. Allow more time for orders accordingly.