Theft of gold jewellery in running train

My wife and mother was travelling by train in an AC Reserved coach.My wife went down of the train to bring some milk to my 6 month old daughter leaving my mother along with all the luggage in the compartment. As the train departs my wife returns back and after sometime she found that her ladies purse in which she kept around 200 grams of gold jewellery is missing. She and my mother get shocked very badly. And didn't tell anyone regarding this incident in the train as they don't know what to do. After reaching the destination place after 3 hours of incident, they told the incident. Only after that the FIR was lodged in the morning by GRP Police. GRP police is not taking the case seriously and asking us why we don't inform the incident to TTE and running RPF squad. But in the state of shock we could not able to tell the incident at that time to anybody. Sir can I took this case to consumer forum for compensation by Railways