Yes, don't wait a moment.File a complaint with the police.The fact that they threatened you is enough legal ammo.In addition write an official letter to the DG of the DGCA and send a copy of that to all the news channels....just out of interest what aircraft were they planning to type you on and with which airline were they associated ?In addition talk to a good lawyer and find out if you can get any form of compensation from these frauds in addition to the amount paid by you.That's the only way you can put such people out for good..best of luck buddy