My Online Friend Borrowed money and now has blocked me on every platform.

I met this guy online on matrimonial site. We did conversation for 2 months on call. Then we met, he also met my family. During this conversation, it came forward that my father and some of his relatives worked in same university. My trust on him go stronger after this. After somedays, late night, he asked me for money saying that he is in trouble and need some money as he is not able do transaction from a account and need some money transferred. At first i hesitated, but it seemed like he was in a trouble so i transferred him 30 thousand rupees. he said that he would return in two weeks. Fast forward, after the day i wanted my money back, he did not reply my texts, declined all calls. After some time i checked on instagram he blocked me. my number was also blocked. when i said that i will lodge a complaint, a message came as "I am ABC, his cousin, and he has met with accident and cannot talk." and again after that no messages. After one day, i checked in the hospital by calling if there is any accident case admitted with his name, they denied. Now i want advise like should i go and straight forward lodge a complaint, or should i first investigate by travelling at his hometown. (I dont know exact address, just the area).