Is it permissible, in Islamic law, to terminate an online purchase transaction by claiming the goods have been delivered, even though they have not yet arrived, for the purpose of stopping a financial intermediary from investing the held funds with interest (riba)?

If you know that the intermediary invests money in an unlawful manner, then it is not permissible for you to deal with them. If you had dealt with them ignorantly, there is no sin upon you for what has passed. However, if you are able to terminate the transaction and withdraw your money without harm, then you are obliged to do so, so that you do not assist them in usury; for Allah Almighty says: "And do not cooperate in sin and aggression."