I live in Holland... I have also had mail not arrive to me, sometimes they dont manage to deliver it but dont leave a note to say they tried and to pick it up, I lost some stuff, and other stuff with tracking turned up sitting unclaimed in the post office because I was meant to be psychic I guess and just know it was there...
However if its an envelope you sent, that fits in the letterbox, and its sent from within Europe - it shouldnt need to go through customs for tax purposes at least, and should have just been delivered by the post (not the parcel delivery) and I wouldnt have expected any problems, especially not two times in a row! I had stuff sent within Europe arrive really fast (3 days) but for some strange reason sometimes things from the UK take 3 days and sometimes 3 weeks for no apparent reason...
I dont know who you could contact about it, but I would expect that if you called dutch post they would tell you to go to your post office and follow it up from that end. I would suggest sending your items with Track and Trace, and maybe even signature required, at least then its traceable if it is not delivered, if you sent without track and trace then I dont think they will find it.... If you are lucky it will get returned to sender.. Fingers crossed!