This is why I don't actually blame them for wanting a police report, the laptop will have gone through their system, been scanned and processed, all the way through to final delivery. Looking at the information they have, I don't blame them one bit for being sceptical.
This is an extraordinary event.
This is the weirdest collection of words I've read in a while.
At the moment, all the evidence shows the laptop being delivered, including the photo showing final delivery. If OP files a police report, and presents evidence showing the laptop was indeed stolen, then it's on the delivery company, as it's their employee.
The bank would likely also want proof this happened.