Sorry to hear this, what a frustrating situation, Yodel can be utterly useless, iv'e had some experiences with them before but not this bad.
Maybe it could be a good idea now given that it's happened so often, to set up a hidden/discreet security camera that records whenever it senses movement, that way you'll have video proof next time when a package has been left outside your door by the driver and they'll know he's lying then. And also at the same time it would let you see just who is stealing your package(s) and you might get some indication of who it is, such as someone living inside your block or another local person who you may recognise from around the area, and you'd have footage which would be very handy to take with you if you end up going to the police again.