Citibank Credit Card Complaint

Citibank Credit card department,

Billing disputes Colorado

I made a purchase with at Macy 's with my Macy 's credit card ( # - ). The items never arrived. I disputed the charge but Macy 's refuses to credit my account and wants me to chase my refund via their shipper. I have no contract with their vendor. My contract is with Macy 's. I want my refund. Please help as this is consumer fraud.