Sorry to hear about your loss. It's hard enough for trainee pilots to raise the funds as it is without being scammed out of thousands.
What you need to do is read your contract with them very carefully. If it's in English then you'll want to get a fluent English speaker to read it. Establish what exactly the 2500 Euros was agreed to cover. If this company didn't satisfy those requirements then you have a strong case for getting the money back.