This is a multi-level problem where I live in Ontario. One of the problems is their preferred courier, something called Intelcom, a virtually unreachable capriciously unreliable company. They often seem to decide not to deliver it on the appointed day. The rest of the problem is Amazon itself. I canceled Prime and just have other vendors ship to the US of the border. I make occasional runs across to pick up parcels.
I'm also in Ontario and Intelcom is my preference in delivery from Amazon. We get a few hours notice and a 4 hour window that has not been missed in 3 years. They even do pickup return well.
Prior to Intelcom the experience was quite a bit worse, especially when Canada Post was prewriting that you didn't answer and not even bringing the package. There are several videos on YouTube of people chasing them down.