I was scammed

It started with a 'hello cousin' and in summary, she said she was traveling and that her suitcases were lost. The supposed airline asked me for a photo ID to retrieve the suitcases and then said she had to pay because she hadn't declared them. I deposited $2,500 through Western Union. I reported them to the shipping company but they did nothing and didn't block them. Sometimes it seems like they agree with them.