Suspected marriage fraud

Hi I think that I have been plotted against marriage fraud by a girl. It came in as a arranged marriage proposal and we got engaged after being in contact for about 2 months. The girl stays in Pune and I stay in Mumbai. Soon after my engagement, I discovered that she has been seeing a guy. I tried to talk about it but she always kept lying (which I had sensed). Hence I investigated things in depth. I have evidences that the girl has been staying with a guy in Pune for years . I have other evdences such as pictures, phone records and bank statements which prove that they conrinued to be in daily contact in spite of this creating a problem in our relationship. I kept trying to talk to her and come to a conclusion but she kept lying and giving new stories each time. She reffered the guy as her ex but it is pretty evident thay they still had a realtionship. In her bank statements, I noticed that she has been sending money to this guy regularly. Till date the guy has his stuff at this girls house and the most strange thing is that the girls parents have moved in with her and are mostly awate of this. I will not be surprised if she is already married to this guy. She confessed things in some way but she kept lying still about a lot of things. I have called off the relationship but from where I am looking at it, I have a stong feeling that this was a plotted fruad for taking monetory advantage or something else... Possibly asking for alimoney later on... I have some real strong evidences. Although this is just a suspect, I don't want someone else to be a potential victim of such a fraud.How can I report this? Can I get police help for a deep dive investigation to reveal the truth... Please please advice