Nothing else will help other than possibly the original purchase receipt from Apple or Authorized Apple Seller to remove the lock. You can submit the information here to start the process of removing the lock. While the support article states proof of ownership is required, the only acceptable form I have seen on this support site is the Original Purchase receipt from Apple or Authorized Apple Seller. A third party receipts is likely not to be accepted as even I could print up a receipt and that would not prove I own the device.
https://al-support.apple.com/#/additional-support
If the scammer has put your device in Lost Mode, there is nothing you can do and your device will likely remain a brick. If you would like to speak to Apple directly, you can do that here:
Contact Apple for support and service - Apple Support
There are a few rules that are preached many times to users and they fail to heed the warning until it is too late. There are simply no exceptions to these rules and the consequences of ignoring them are costly.
- Don't give out your Passcode/Password
- Don't add someone else's Apple ID to your device
- Always have a backup
- Don't provide personal information from a link in a message/email.