How and where I can complain against a SEBI registered research firm?

Sebi regd. Research Analyst, duped me by taking X investment & Y towards managing funds. They opened account with leading brokerage & deposited X amount. After few months it become almost nil when I pulled out residual money. I put case in SEBI portal as well as sent legal notice through lawyer. They didn't replied to legal notice. Now SEBI has closed the case stating its out of their preview & should be filed with OD. Should I hire new lawyer or filed case with ODR at this point as it has been one year. The lawyer asking me Rs 10K to file FIR against them. Which path I should move ahead depending upon success of case. (No invoice was given by firm nor GST charged, everything on email all evidences available including WhatsApp chat)