Try to still report them to your local cyber crimes dept. - police

While it's not necessarily a sure way to recover your money because the chances are really low imo, it's possible the information you'll be presenting could help the investigators one day. FYI this is a popular scam scheme and the chances that your scammer is a part of a large scam ring (or large ring in the making) isn't zero. I advise to include as much information as you can specially the addresses used.