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 3 days after shipping. You can change the number in Settings, for every shipping method or for one. A parcel with a tracked carrier is asked about only if it still shows as not delivered 10 days after shipping. If the customer says Not yet, or does not answer, the email goes to them once more, 3 days after the first one or after their Not yet, and never a third time. You can switch this off in Settings. A Yes also sends your store's usual Delivered email. On the order page, each shipment the app asks about carries one more tracking number, starting CONFIRM-DELIVERY. Leave it there: its link is the customer's answer page. A carrier's own tracking number stays beside it. When the customer is asked once more, the number ends in REMINDER.
A Shopify app: install it from the Shopify App Store and open it from your store's admin. Privacy policy.