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Could I get advice on the way to send the supporting documents for British passport? (application immediately after naturalisation, non-EU nation)
What is the best way to avoid having them lost in transit to Liverpool PO box?
I can see that I have to send them to PO box: does it mean that there is no way to have an option "sign on delivery" allowing get a name of the person which received them?

What is better to use: Royal Mail 1st class or DHL or something else?
How should I organise the pre-paid return envelop?
I paid for secure delivery of supporting documents during application for British passport, but I read in other posts on this forum that Passport Office was folding and even damaging the naturalization certificate, and its replacement costs £200.
I am totally confused: how to proceed in the safest way to get both - my first new British passport and supporting documents - back without any issues.
It is a big difference after two my previous online-applications - for ILR and for citizenship - which did not require to send any original documents.
I will be very grateful for explanation!

I wanted to say, that some people on the forum complained that the naturalization certificate was returned to them in a very small envelope, being severely bent and so damaged

Note that HMPO is a separate operation from UKVI with their own rules and regulations.
Most people use Royal Mail Special Delivery Signed For - even if sent to a PO Box they are still signed for by HMPO.

I paid for secure delivery of supporting documents during application for British passport

Have you already applied?

Yes - I already have my identity confirmed by a person from recognised profession.
The last step is to send all originals of supporting documents - my naturalisation certificate and my passport.
It makes me very nervous because if they are lost - I am without any document and have no idea what happens with me after that.

I know what you mean - if you are really nervous about this:
When I applied for my first British passport I kept certified copies of my certificate and other passport (can be done at the Post Office).
But all came back fine.
Keep an eye on the passport application timeline: british-citizenship/british-passport-ap ... l#p2029372

My documents were delivered to the right place (I hope) today at 10:30 am, but according to the Passport Office tracking system, they are not delivered even by 16:30pm and I still see a message that I need to send my supporting documents. Is this normal? Somebody with name PASSPORTS signed for my envelope with my ID document and naturalisation certificate...
I start panicking: if my ID are lost, I am deported to recover documents (which I can do within 3-4 months), but I loose my good job because nobody is going wait for me for so long time.
Is it normal that passport application tracking system of Passport Office updates information about receiving supporting document with delay?
I would appreciate if somebody could share their experience.
May be I do not need panic, or may be I am in serious problems already....