Own van, local courier, hand delivery: Shopify never learns those parcels arrived, so orders sit in transit.
One email from your store asks the customer whether the order arrived. Yes marks the order delivered in Shopify. Not yet puts the order on your Overdue list with the customer's note.
The email goes out the number of days after shipping you choose. Tracked carriers are asked only if the parcel still shows as not delivered by your deadline. A Yes also sends your store's usual Delivered email. To carry the question, the app adds a reference to the shipment's tracking numbers, CONFIRM-DELIVERY and the order number, whose link is the customer's answer page. A carrier's own tracking number stays beside it.
A Shopify app: install it from the Shopify App Store and open it from your store's admin. Privacy policy.