So my paranoia was entirely appropriate: I was trading on localbitcoins.com, the payer sent me around 100 eur, got his bitcoins on 13th June, and then 16th (on Sunday ) I got phone call from bank, they asked me whether I agree to return the money. I refused, but my bank blocked my account without any explanation, I only found out when I wanted to transfer some money. So for 100 euros they are blocking few 1000s euros. When I asked, they wrote me that  "according to currect internal conditions of the bank, it is not possible to release money in your account", which seems pretty meaningless to me.

I filed a complaint today.

My bank is ZUNO (Raiffeisen), the scammer's (or his victim's) bank is Deutche Postbank.