Recovering Loss in a scam

My name is Sehija Kadric and I want to share my story with you, hoping someone will understand my situation. On December 16, 2019 I received message from Alexander Lee. He left me message that I am under investigation to call a phone number. I called this number right away. He was telling me my money and my bank account was used all over the world and directed me what to do to save my account. He directed me to go to my bank right away and follow his direction what to do. He told me do not hang up on my because you are under investigation police can arrest you. So right away I go to my bank next to my house. He told me when you come to the bank let me know. When I came to the bank he directed me to right it down account number where I will have to transfer my money there. He gave me recipient name Song Jiale and address and also recipient bank name
Bank of China (Hong Kong) Limited Center Olympian C Floor 19. Hong Kong, HKG
He was asking me how much money I told him I had my pension retirement in savings, $10,000. He asking me to transfer both account in this bank Hong Kong. So this bank could not do more than $20,000 so I transferred in this location $19,450. All this time he was listening all my conversation with banker so he heard I transferred only $20,000. I never hanged up my phone he directed me. So after this transaction I exited the bank. He was asking me where is the other bank I told him I had to take bus maybe 20 minutes so he told me don't hang up on my and take bus and I will listen when you are in bank he told me you doing well. He told me I will call you tomorrow and he did. He said when you come to other bank let me know. he was online when I was in bus. He was asking me how much more money you have so I told him maybe close to $15,000. When I was entering to the bank he said write it down this name MA TINGXUE and the same bank name BANK OF CHINA. He told me leave $300 in your account and transfer rest and it was $13,166.
He was encouraging me to be confident otherwise I can be arrested. Tell them that you are transferring this money to this account in Hong Kong. He said when you do that let me know. I will be all the time with you don't hang up on me. he was listening all my conversation with the banker. He asked me to send him me photo ID and I did it and tracking numbers for those two transactions and I did. He directed me to go to the other bank . I told him to take one hour to go to the bank. He told me I will call you in one hour. He called me asking me if I was in the bank. I said I had $2,800 there. He said leave $300 there and take the rest $2,500 and I will tell what is next. Don't hang up on me he said. After this he directed me "go to Target to gift card area and buy five gift card for $500" I told him "I never use gift card in Target, why I have to buy." He said "don't worry I will tell you what to do and don't hang up on me. I will listen when you come to register area so I bought 5 gift car for $500. He directed me "go find quiet place and tell me when you are there . Scratch each card and give me these numbers and I did.
The next day, December 18, 2019 I went to the bank to try to cancel these transactions as someone told me they could be a scam. The bank told me is late. 
I have the the police in Las Vegas. I went to the local FBI office and the may have taken a report as the agent told me go to the police.
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