Some of these have been voiced above, some not... also assuming t&c is not violated or dumb, e.g. max cashout $500 per day. These websites exist.
1. Make screenshots. Actually, make it a habit, when it comes to big wins
2. If funds are not paid - talk to support.
3. Be ready they will carry out KYC
4. It is normal for a casino to reach out to a gaming provider to see if there is nothing strange about the big win and might take a day or two
5. If after all above they start giving you nonsense stories, like requesting your marriage certificate or saying that they need your photo in 3723x1234 resolution, then it is a time to start worrying
6. Reach out to a mediator or even several. For example, Askgamblers
7. Reach out to a regulator. Curacao sometimes may seem useless, but they are not completely useless
8. Reach out to a game provider. Most have websites and contacts. If it is a shitty provider, look up all the game providers casino has on the website and mail all of them. Repeat every three days. state the facts and question why on earth they work with a scam provider
9. Prepare it will take time