Theexwife
The only thing you can do is tell him, at least it will be over the phone so you won't see his disappointment.
Definitely not. If you can't make it look like something Amazon wrapped - can't say I ever noticed anything special about their wrapping, discard the outer cardboard or paper and plonk it into the kind you buy at any post-office. Scrawl "Re-wrapped by carrier" on it in something that does not look like your handwriting.
Then go along the "damaged in transit route" already suggested.
If you can manage to destroy the address on the original parcel do so.
Then you can always say, the driver insisted this was for us, but I wasn't sure. Didn't open it, as I thought you might have bought it to surprise me.