I dont understand how when I follow the instructions of what is suppose to be a legit site then I still get scammed. Here is the version of the wallet I downloaded:
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Theres nothing suspicious about those instructions. and it is highly doubtful LocalBitcoins would scam you. If they wanted your bitcoins, they could just take them without the need for a withdrawal process.
You still haven't confirmed if the Bitcoin address you provided to LocalBitcoins for withdrawal is the exact same address the transaction was sent to. We need to figure out what happened so you can prevent it from happening again. It is possible that you had malware on your computer that caused this.