Here the sender is Microsoft. "Incomplete Documentation Received" means UPS is waiting on paperwork from Microsoft to finish the claim. You're not the one who has to file anything with UPS. Microsoft shipped the device while it was in their care for warranty repair, so getting it to you intact, or making it right if it didn't arrive, is their responsibility.
Microsoft's current Surface service terms say that if a device arrives damaged after Microsoft ships it back, the customer must notify Microsoft within 2 business days of receiving it.Surface_service_TC_english.pdf
Your UPS record is dated September 30, and today is October 2, so I would document the issue with Microsoft today.
Use Microsoft's Contact Support page rather than trying to create another repair. Describe the problem as "warranty repair" or "order/repair status" rather than a device fault, since the bot routes on category. Once a chat opens, type "agent" or "talk to a person" repeatedly. Look for a "request a call" option, which often gets you a callback from a real person. Once connected, ask for a case owner or supervisor, and ask for the case number and the person's name.
You can directly message here: