Pay for both signature requirement on delivery and insurance on the package.
Then the receiver can't claim that the package didn't arrive, and if they claim that the package was damaged or opened in transit you can file an insurance claim (and they could be subject to investigation for mail fraud if they are lying).
If you want to protect against someone claiming you are a scammer that is intentionally shipping an empty box, you could send the package to the escrow holder. The escrow holder could then inspect the package and make sure that the contents are included before re-shipping the package to the final recipient. You would be expected to pay for the shipping costs (or would need to negotiate for the recipient to pay the shipping costs). The escrow holder certainly isn't going to pay them out of their own pocket.
Yes, the last bit about relaying the shipping through the escrow holder is the best idea. Just charge an extra 0.1 for the product and do this so that you are guaranteed your money.