Returned laptop via mail but company says not received

Location: NYC

I quit a remote company about three months ago (mid May)and had to return a laptop via UPS/FedEx. They didn't reach out to have me return the laptop until two weeks after my last day and I returned it about a week or two after they had shipped me a return label with the laptop box (this was around end of may/early june).

They are now reaching out to me to say they have no tracking information and/or it was never received (pretty sure it's a template email) but also threatening legal action for not returning it. Since it has been two months since, I don't have the photo or receipts that it was returned since I usually delete them after I see that it was delivered. I reached back to inform them that I had returned it in a timely manner and that I no longer have the laptop nor the tracking number since I had dropped it off long ago. They then told me that they're still checking and maybe it's a miscommunication.

Should I be concerned that there will be legal complication/repercussions? From their stance, it feels like they may do a "he said, she said" situation.