Give up on trying to get back on your funds. You don't even try to know how once you get scammed tbh, to most of the time it's just impossible. If you were dealing with physical goods, maybe, but this is crypto, and it's on the internet, so it's really just impossible to get it back. As for reporting, well, there isn't really any organization you can report to but you can try to spread the word about the exchange being a scam. That's probably the limit of what you can do.
Any other forum where i can spread the word? Also, do you think reporting to the financial authority might help?