the best STEP TO TAKE WHEN PAYMENT IS BEEN DELAYED BY AN ONLINE CASINO is to wait , nothing more nothing less because patience is a virtue ( as the saying said ) . you should wait at least an hour or at least a day , after you have contacted thier support . if the problem still persist after a day of waiting then you should start alarming . that is the time that you can report them to the authorities or this this forum by making a scam accuse so that others can also be aware and if found out that the site is guilty , they should have been punished if they will still not pay you .
The post is already over a week and I think its now axiomatic that the op has been scammed by one of the latest rogue sites. They come as genuine sites, make you play, win and when its time to withdraw start giving reasons why it will not be possible. In some terrible cases, they tell the victim to deposit a certain amount of money to enable them withdraw the one won and within a blink of an eye, the money is gone.
I sympathize with the player and would encourage him not to give up. Its not the end of life, there are still genuine sites and like many have said, always do your research before choosing a site to gamble.