Refund for lost parcel

FobbRains

Hi all!
I'm just messaging because I'm not sure what my rights are regarding a lost parcel and refunding.
I bought a Nintendo Switch console on the 7th April from Nintendo UK when they were miraculously in stock.
I chose next day delivery, and the console was dispatched from Nintendo's warehouse that evening. In the morning the courier company Hermes sorted at their central depot and then sent it on to their regional depot. 
Since 8th of April the parcel hasn't moved. At that time it updated to say 'Delayed - but we'll have your parcel on the move in 48 hours.' Needless to say it's been a couple of weeks of pestering Nintendo to find out why the tracking wasn't updating.

I (miraculously!) managed to get in touch with Hermes for an unrelated reason (my tracking number stopped working) and also brought up the fact that my parcel hadn't moved. They said that they had tried to find the parcel in their network, but had been unsuccessful and so I should contact my retailer for a final resolution, but that they had also contacted Nintendo about it.
I sent a copy of this email to Nintendo and requested a refund. They are saying that Hermes' email suggests that an investigation is still open, and I cannot get a refund or cancel my order until Hermes complete their investigation and contact Nintendo directly. They're also denying Hermes has contacted them.

I quoted my right to cancel a purchase within 14 days of the date of arrival, but they're saying that doesn't apply here and still aren't giving me a refund. I've been waiting for this parcel with no hope of it ever arriving (due to reading far too many horror stories about Hermes since the 8th!) It was a lot of money, so I'm just keen to get a refund and stop having to chase up these companies about a lost parcel that is not my fault. Does anyone have any idea of what my rights are here?