I think you should accept that Rollbit made their decision long ago and there isn't anything that you can supply that will change their mind. This is the first time that I've ever recommended an attorney. You need an attorney in Curacao that will work on contingency. If an attorney accepts on a contigency basis, you have a great chance to win. In a real court, Rollbit has to prove guilt.
I just sent them the email I sent here yesterday. If they still refuse to carry out a KYC, I dont think I have any other option than to do as you suggest and get a lawyer in their regulated jurisdicition. Although understandably this is the last thing I want to do as it will only draw out the process and demand a lot of from me (probably upfront costs and a lot of time).
Please feel free to pitch any other ideas if you have.
If they still refuse your request for KYC despite all of those efforts and email, I would... suggest to try to escalate them to CG or AG first before jumping straight to court room. Might safe your time and headache. They'll probably be able convince Rollbit to allow an enhanced KYC if you can present to the arbitrator those strong evidences that you're still a LUX resident.