Customs have a separate tracking system that is run by them, they won’t necessarily feedback things to DHL, Gearbest or you.
If you haven’t received the customs letter, any other information from them or an invoice with sales tax and/or customs fees you should contact them and let them know you are the importer of these goods (because that is who you are). You can only claim a lost shipment if really nobody has it. DHL tracking only “works” until customs get hold of the package, from there on it will be tracked in a different way.