Sorry to hear you have been the victim of crime, it sucks. I had a credit card cloned last year, and it eventually turned out OK for me, and I got the cash back for the fraudulent purchases. But I had to answer some awkward questions “So you couldn’t have just left your card with a friend, etc”

I would advise that you do talk to the police. Telephone a local station and talk to someone knowledgeable, explain what happened and see what they advise. If this was something someone who works for the bank did, then the bank might not want an investigation because they don’t want the bad publicity it might generate. At the very least the fraud department should be made aware of it. I doubt you were the only victim.

Once you have your money back if you are in any way unsatisfied with how they treated you (sounds like you are), then you should switch bank.