Cheating case

My husband was contacted by someone 2 months back. They claimed to be a health insurance company. We purchased their pocily and paid for their plan using our credit card. Later when we applied for the claim, it never got processed even after several reminders. Every time we called, they either didn't answer or made false promises about the claims processing. Finally we gave up and decided to cancel the policy. Even after sending cancellation request followed by several reminders, neither our request was processed, nor our refund. They'll still either won't answer the call or will every time ask for a fresh cancellation request, which again won't get processed. Finally this morning my husband decided to visit them in person, only to find that the address they shared was false. As confirmed by the security guard and residents, none such office was there ever. When I called them again angrily today and threatened to go to police, they again requested a fresh cancelation request and said that the refund will be processed in 45 days. When I asked them to send this information on email, they were initially reluctant to share their email address, did not agree to write her signature in the email, refused to share their postal address. Moreover, the lady clearly told me, that I shouldn't bother about their whereabouts and should only worry about my refund. When I told her that if I'll sense anything fishy, I'll not wait for 45 days and will straight way go to police on which she said, if I do that, I'll not get any of my money. Can I file a cheating complaint to police based on this much info.