I have been receiving mysterious packages turning up with the Prime logo on, contain usless gadgets and no paperwork. I have checked with amazon, my account is safe and say nothing to do with them.
I can't say this is what is happening in this case.
International sellers have to either give a UK address for returns or pay for return postage (often to China) they don't want to do this and have been known to give the address of UK customers or random addresses just so they don't have to bother with low cost items.
Best to contact Amazon again as they will be able to check from the bar code where they have come from, there is a contact link in my signature.
Amazon no longer send any documents with parcels and the Prime label means nothing as it is just a label advertising Prime.