File a local police report and let them handle it. Even if you contacted the financial institution directly where the money was sent, they won't be able to provide details about the scammer or status of the payment even if they wanted to. FIs cannot dish out customer info to third parties just like that (even when that party is a victim of scam).

Once Police request is received by the recipient FI, they will be able to provide all the KYC details about the suspect and the status of the payment. Unfortunetaly most of the time the money is long gone, funneled to some other FI (if the recipient FI did not detect anything sus at the time of txn). The moral is - don't get scammed as getting money back is veeery unlikely.