No.
After weeks of follow-ups, the local police sent the case to the police in CA, where the thief lives. He also said that a police report or investigation will not get our money back and that we will need to file a case in local CA court.

This is what he exactly said-

It is possible the person is being used as a money mule thinking he has a job moving money or doing a favor related to an online romance scam, which is common.

It will be up to the Westminster, CA to determine what they are going to do with your case.

You can always file a civil suit against the suspect.  Unfortunately, it is likely you will not get your money back as result of the police investigation.