Stolen phone is being used

The things in that list are the only services Apple offers. They are pretty much all self-service features that Apple has set up.

There's more information at Use the Find My app to locate a missing device or item - Apple Support

I am not sure about previous advice about not activating Lost Mode since Apple says: "Mark as Lost remotely locks your missing iPhone, iPad, iPod touch, or Mac with a passcode, keeping your information secure even if your device goes missing." However, erasing the phone remotely is a more definite security measure. However, these things only work if the phone can get the message to do them.

However I would agree that it might not be wise to try to track down the phone or invite a thief to contact you. Note that Apple only mentions recovery in the context of a misplaced item, not a stolen one.

"Lost Mode" is really designed to be used when you lose your iPhone or iPad with the believe that you will be able to retrieve it. As you know, it even allows you to enable a message on the device so that someone who finds it can attempt to contact you ... and yes, it does allow you to track it, as well as lock it.

But, to me, when a phone is stolen, this is a whole other level. You don't want to let the thief have any information on you. Besides do you think they are going to call you and let you have it back? That is why I am suggesting that you use the "Erase" feature to completely erase any data on the phone. You are the one that is claiming that they are "using" the phone. Again, the only way I know that they can is it is already compromised.

The bottom line, is that this is something that law enforcement would be responsible for. As you mentioned, and its not limited to Brazil, whether or not they get involved is not very likely. You just have to come to the realization that you will not get this phone back. Sorry!

Read this document for a list of things to do if your iPhone, iPad, or iPod touch is lost or stolen. --> If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

Unless the thief has access to your Apple ID credentials, they should have not been able to access your iPhone.

Some things you can still do are:

• Immediately change your Apple ID password. A thief would need your Apple ID credentials to disable Find My on this phone.
• DO NOT remove this phone from your Apple ID. (i.e., do not disable Find My on this phone) Doing so will remove Activation Lock.
• Do not update the phone in Find My with a message or phone number to contact you. Do you really want the thief to know how to contact you.
• Do not enable "Lost Mode."
• Erase the phone using the Find My app via a web browser. The next time the thief connects this phone to the Internet, the phone's data will be completely erased.
• Contact your cellular provider and report this phone as stolen. They should be able to "blacklist" it so that it cannot be used by any cellular service to make/receive phone calls.
• Only you can make the decision if this phone is worth your life trying to retrieve it yourself.