where to report this in USA ?
You can try the FTC and SEC, but they likely have been investigating Cryptsy for a while now anyway.
I don't think there is anything you can really do right now but just watch them collapse, and wait for the legalities for formally get underway in the hope that you might get something back.
Unlikely you will though

Seems they have been insolvent for several months.

FTC + SEC may not know how to trace blockchains ( WE KNOW )
ANOTHER QUESTION: IS VERN PROTECTED PERSON IN THE USA ( FTC + SEC WOULD NEVER DO ANYTHING TO HIM )
OR HE HAS NO SUCH PROTECTION?
Not even sure what you mean by "protected". I doubt Vern has bribed the FTC and the SEC.