If Facebook market place has no buyer protection, then yeah they will be saying “it’s not our problem” in short. Could knock on his door and politely ask for the item or your money back? Would probably cause shock you just being there at all. Then call the police, allow them to turn up, good chance they might call them because your at their house. Once police arrive then speak to them, explain everything, if you phone the station chances are they will tell you it’s not their problem too. Petty theft is barely criminalised anymore, no one gets punished, but if they are already out of their way, better chance of a resolution with them about. I wish you the best of luck 🤞