This is sad, but how do this scammers do this like were you not vigilant enough to notice if they send the money from an account that match with the name the merchant use on the exchange? Because I know cases like this is the reason why third party payment is frown upon. If crypto is legal in your place your history from binance might be enough evidence to clear your name but the funds and your bitcoin can’t be returned.
how vigilant can one be? This is p2p I think. How exactly do you keep asking everyone the source of funds before transacting with them. It's basically business and this is one of the risks involved. You just have to prove your innocence to the bank to clear your account. Sorry to hear about that though.
How vigilant you should be is to be always mindful with who sent you money while conducting trade on P2P be sure to check if the account you receive money from is also sharing the same name as the buyer on which ever P2P platform that you are making use of, that’s the first step of being vigilant, it’s not about asking your buyer to declare their source of fund, that can only be requested from you by your bank if anything suspicious is detected in your account.