Don't blame yourself too much OP. Sometimes, making mistakes is pretty normal when it comes to investing.
I will not ask how much you invested in that scam group, but what I will say is, that making a mistake for the first time is still good, but if you make the same mistake twice then you have a problem already.

Learning from your mistakes would be the best thing that you can do moving forward. Another thing that you can do is to maybe watch some videos online that can help you determine how the scammers are scamming people. TBH, the way they scammed you is just one of the most common ways how they're scamming newbies. Screenshots are pretty much useless now because like you said, they might be fake accounts. You can delete those conversations already because that will not help you get your money back. You said that they're still contacting you. Maybe you can just block them.

I just hope that this will not happen to you again OP, and to other newbies out there. Now that we are near to the bull run, expect more and more scammers trying to scam you, so be vigilant, and always equip yourself with knowledge. Know which are scams and which are not. Best tip for all newbies is to just invest in Bitcoin, and exclude other projects other companies or whatever type of investment it is.