Scammers. My phone is in lost mode.

You will have to contact Apple support directly and provide the original proof of purchase from an authorized retailer.

Your phone is now activation locked to the scammers Apple account. There is no way for you to bypass that.

Don't bother paying the ransom they want, they won't unlock it.

With your original proof of purchase from Apple or an Apple authorized reseller, you may be able to unlock your device. See https://al-support.apple.com/#/al/agreement

Unfortunately, you did exactly what the scammers asked you to do, and now you have turned control of your phone over to them.

If you pay them, there is no guarantee that they will unlock the phone for you.

start an Activation Lock support request.

Nothing, you fell for a scam and lost control (and thereby ownership) of your phone. If you still have it they may demand money to release it.

Contact your national fraud reporting system or your local police, they should have a fraud section.

If the scammers have put the phone into Lost Mode – as seems likely – it is possible that Apple will not unlock it even with proof of original purchase.

Paying the blackmail would be a very bad idea, as you would be rewarding criminals … and there wouldn't be any sort of guarantee of getting your phone back. They might take your money (in untraceable form), and leave your phone a useless "brick"; or take your money and then try to extort even more for the return of the phone.