Unable to enable lost mode on stolen iPhone 15 Pro Max

hello so i have a problem i was robbed of my iPhone 15 pro max and airpods pro 2nd generation, when the thief was robbing me he instructed me to erase my iPhone and give it to him he had a gun so i had no choice so know when trying to put it in lost mode it doesn't give me the option to do so now apple says in order to file a claim i have to put it in lost mode in order to start my apple care plus process, so WHAT DO I DO NOW????

[Re-Titled by Moderator]