What should I do??

Yesterday I saw a post on telegram for a call girl. I knew most of the time these were scams but out of curiosity, I tried to talk to them. They asked for 500 Rs as booking and I gave them then they sent me some photos to select and I selected. He did not reach out at night. So I thought its a scam and I reported the telegram channel. Today morning he called again asking about when I want the girl. I said I wanted to cancel due to an emergency. I just wanted to check what he says next. He called again after a few minutes saying he already booked the hotel and everything asking me to give 4000 Rs more. I first resisted but then he started threatening me by showing me some of my Facebook photos saying the girl was refusing and asking for more money and would use a hacker to hack and sabotage my life. Out of fear since they had my chat and also my details I paid 30K Rs in total, in 3 different accounts and my account is drained. Then I called one of my seniors who is an ethical hacker and he asked me not to do anything just block those numbers and not receive calls or reply to them as whatever money is gone will not come back and he said you learned something and advised me that if he keeps blackmailing or do something I should Go to police else no need to do anything. He said if required you can complain in Cyber Cell and I did. I don't know much about these legally hence I needed some legal advice and wanted to check with you.