halee83 wrote:
And I’m always connected to some server
The screenshot show the exact opposite. You are not connected. The System Administrator is a standard reference when you are attempting to connect to a server. How did you get to that screen? On way to do it is to open the Files app and tap the 3 dots on top and enter an address. As you have seen that does not allow you to connect.
Since you have the Feedback app on your phone, then you installed beta software or turned on the option at Settings > General > Software Update. Remove it by doing a Factory Reset with your phone connected to a computer. Do not restore from a backup. Any data that you do not sync in iCloud, such as iCloud Photos, should first be saved in another location. Set the device up again with only your Apple ID.
Restore your iPhone, iPad, or iPod to factory settings using a computer - Apple Support
The Xcode Preview shows up when you select it in the Accessibility Settings at Settings > Accessibility > Per App Settings > Add App > Xcode Previews. You may have followed some Social Media video without knowing what you were doing and they are attempting to scare you.
Yes, when a user has been told that they have not been hacked and they still do not believe it, the only thing left is to tell them to go to the Police or FBI, exactly like you have been told. Nothing you have provided shows you have been hacked at all. You have the instructions to reset the iPhone to Factory Settings, and do not restore from a backup. If you still believe you are hacked after that, then I would make the same suggestion as others and continue your pursuit with the FBI.