Still, I do have mail forwarding set up and I do receive all my mail. There was even a camera on my mailbox at the time they claimed to have sent said letter.
Further still, I'd long ago updated my address to my new one with
all of my credit cards and relevant accounts. I suspect AmEx has a problem with their records division, because upon calling today, 10 June 2020, they still had on file for me a phone number I have not owned in eight years, and I've informed them of this multiple times.
Look inward, American Express, you'll find your problems there.