An Indian friend of mine convinced me for Investment in share market and I trusted him . He promised

An Indian friend of mine convinced me for Investment in share market and I trusted him . He promised to return money on certain dates and I never received a single rupee or dollar . So I contacted his family to ask why he never replied and what is he doing. To which family forwarded me a local newspaper ad showing that he is abandoned from his family and sp they don't take responsibility of him.Because I kept chasing his family members to cross check that he is truly abandoned or if it fake. He is now threatening me that he will also contact my family &work show them my private pics & with random phone numbers and social accounts abusing me and threatening me that he will leak my private photos on adult sites and then fabricate whole thing. I cannot access Indian cybercrime because I don't have indian number with me. Overseas I got 2 complaints , for bullying and harassment and another for financial fraud. But local government here said that I need to contact Indian cybercrime.