When you sent the batteries back they went at your risk - you obviously realise that the package should have been sent via a tracked service. The fact that the batteries have not arrived at the supplier by now indicates that something has gone wrong - it doesn't take a month to get a package to Germany.
Did you declare the contents of the parcel when you posted it? Alkaline, nickel metal hydride (NiMH) and nickel cadmium (NiCd) batteries may only be sent out of the UK when new and in their original packaging. I assume that this was the case with your batteries.
There is really not much you can do, apart from talking to the seller. How much money is involved?