Car stolen before I even got it. Advice?

Long story short, I bought a car out of state. Dealer arranged shipping to me. Shipping company they hired had been hacked. Unknown truck picked it up. It’s presumed stolen.

I’m not so happy with how loose the shipping was handled, but that’s besides the point.

I have reached out to shipping company’s insurance but they say they don’t cover theft, only damage in the covered truck.

I’m hesitant to open a claim because I don’t want my rates to go up. The dealer is not being forthcoming and want me to file with my insurance.

Any insurance pros here: in your opinion, what is my recourse here? I would think it’s a matter of Bailment where the dealer had responsibility and they/their insurance should pay me out.

Thanks for any advice. It’s been an extremely stressful situation.