think I got ripped off on Facebook

Question for my Mopar brothers and sisters
I attempted to purchase a new strange s60 and 4 link and SsBC brake kit off a Facebook page called Mopar trader page what ya got for sale. Me and the seller agreed to $4250 I would make 2 payments and he would make 2 shipments I made the first payment and he sent the brakes and most not all of the 4 link. Then I sent him another $3000 expecting him to ship the S60 and the rest of the 4 link. He recived the money Dec 15 and after countless texts and emails he finally said he shipped it FEB 7 now he has blocked me and will not reply. What legal action can I take and should I be informing the police? I am in Alberta Canada and he is in Illinois or I would drive down and deal with it myself