If you lose money to scammers it’s better to report the scam to authorities and let them do the recovery and chasing of the case their self but having it in mind that chance of getting it back is already very little, but it’s easier that way to prevent getting scammed by those who will claim to know how to help them do it.

If I send money to an exchange address maybe wrong network or the fund is not up to minimum deposit as far as the exchange is not scam you can use their customer support to try to get it back, that particular one is a different case, and it can be recovered they can only charge you extra.