Yes! I would absolutely want to make a police complaint about this guy unfortunately I just don't believe that my complaint would make a difference. I did ask my bank that should I prove myself innocent and it would mean I am actually the victim of fraud here would they persue this criminal charges against the fraudster and I got a vague response. Seems not.
Then press charges. The guy was probably dumb enough to use his own account if he's trying to get the money back. If what you say is all true then you should have ample proof that you sent the coins and he received them so it's black and white that he's trying to commit fraud. If you don't file a police complaint he'll just keep doing it until he gets caught. If he has a history of doing this then he'll likely face punishment. Doesn't local bitcoin use escrow any way to stop this sort of fraud?