Boyfriend ran off after cheating me, 1 day before wedding

My boyfriend of 5 years, have lied to me and my family about everything about him and his family, starting from his hometown, till his family status. He even had talked to my dad, pretending to be his own dad. I have recordings. He ran off 1 day before the wedding, a wedding that he only planned, printed the wedding cards and did the bookings. He never talked to me after that. My family is worried about my safety now. He might belong to a criminal family, or he might be having some wrong plans for me after marriage. Should I file an FIR against him, to secure my future? Even I am scared of things he might be able to do. I don't want to marry him now. But I don't want to have any issues later in my life. Plus, yes I am also scared of my and my family's safety.