Did you loose your Creditcard or did you loose the number ?
What it sounds like is that the chipped card was swiped in person and if you still have the card in your possession they are not going to refund the purchase.
Thieves can create a magnetic strip that mimics your number but they can't duplicate the chip. so the important points to find out from AMEX is
1) was the card used in person
2) was the chip used
If this was an internet purchase I can't understand why they would not refund, amex has taken care of every fraudulent charge I have been hit with, sometimes several within 6 months.