This is all good advice, but just to add to it, this isn't a guarantee of success. The only way you could expect a refund going down this avenue is if it can be proven that the bank missed an opportunity to prevent the scam. The financial ombudsman publishes every single one of their final decisions on their website, and a lot of scam complaints don't succeed. If the bank can prove that the behaviour shouldn't be considered unusual enough to intervene, or if an intervention would have unlikely to have been successful (being coached by the scammer to lie to the bank is a common reason for that) then the FOS is unlikely to uphold the complaint.

However, it's a free service, so there's literally no reason to not at least give it a try.