The deployment of autonomous delivery robots in urban environments presents unique challenges in navigating complex traffic conditions and interacting with diverse road and sidewalk users. Effective communication between robots and road and sidewalk users is crucial to address these challenges. This study investigates real-world encounter scenarios where delivery robots and road and sidewalk users interact, seeking to understand the essential role of communication in ensuring seamless encounters. Following an online ethnography approach, we collected 117 user-generated videos from TikTok and their associated 2067 comments. Our systematic analysis revealed several design opportunities to augment communication between delivery robots and road and sidewalk users, which include facilitating multi-party path negotiation, managing unexpected robot behaviour via transparency information, and expressing robot limitations to request human assistance. Moreover, the triangulation of video and comments analysis provides a set of design considerations to realise these opportunities. The findings contribute to understanding the operational context of delivery robots and offer insights for designing interactions with road and sidewalk users, facilitating their integration into urban spaces.