as it’s notifying me very late so I am kind of loosing the track. What should I do?
What is the exact notification or message that you are receiving?
My phone doesn’t have much charge, what can be the situation?
I think have answered your own question. If the battery runs down, you won't be able to locate the iPhone using Find My. When you try to log on to Find My, you will see an "Offline" message.
I am based in UK, so is there any way the thief can change the whole set up?
No one will be able to access the data on your phone unless they know your iPhone's passcode. There is no way that anyone could ever guess your iPhone's passcode in the 10 tries allowed before the phone locks out and will not even allow any more log on attempts.
is there any way we can directly complain or notify Apple? Thank you.
Sorry, but Apple does not get involved with lost or stolen phones. All that you can do is follow the instructions in the Apple Support document linked below:
Find your lost iPhone or iPadApple SupportOfficial Apple Support › en-us
I am sorry that your phone was stolen, but you need to realistic about things here. Only a tiny fraction of stolen phones are ever recovered because the thief sells the phone as quickly as possible, often to a "fence" who then ships the phone to China to be remanufactured.