Anyone who ordered Steam hardware in the last ~3 months in Europe just had their names, address, phone number and email stolen
(sh.itjust.works)
Nothing. It’s just a game of chance at this stage given how many intermediaries are necessary between where you order something and who needs to know where to deliver it. Each step in that long ass process can eventually fail. It takes one to get your information out - and in this case it’s not like you can move or change your name as a measure compared to when some online only service fails you.