Somebody tried to open my lost iPhone

That’s a phishing scam. if you entered your password in response to that phish, you’ll never see the iPhone again, and you’ll need to clean up the compromise of your Apple ID. But you’ll never see that iPhone again, and the thieves won’t provide you with an actionable location. The iPhone may well be on the other side of the earth, as for its location…

If you clicked on a link in that phish and entered your Apple ID credentials:

… If you think your Apple ID has been compromised - Apple Support

I’ve edited the sensitive data from the image, and re-posted it:

This is, most likely, a scam text message attempting to get your Apple ID credentials so the thief can remove activation lock from the phone.

Since this phone did come back "on-line," in theory it should have re-appeared in the Find My app as it is still associated to your Apple ID. Was this not the case? If not, it could be a matter of timing. By that, I mean a sophisticated thief would know that this phone would appear in Find My. They only needed to send you a text to attempt to get your ID, and then, disconnected the phone from the Internet ... hoping that you would be fooled to respond. In theory, the "last known location" should be available up to 24 hours after the phone disconnects from the Internet.

Sorry, but there is nothing (outside of the Find My service) to help locate your phone. Even if did, local law enforcement may be reluctant to prioritize getting it back for you.