DHL Relocation India Pvt Ltd - My household items have not been delivered though I have paid the full amount

I chose DHL relocation India Packers and Movers to transport my *bhk belongings from Bangalore to Anand. They packed and loaded my items on March **st and promised to bring them on April *th. Initially, they demanded **% up front and the remaining **% after delivery. After my belongings were picked up, they told me that if I did not pay in full, he would not deliver my items. "Pura paisa do sab acha hoga," some guy named Mukesh Mann/Navdeep Shekhawat/Satlani threatened me. It's been ** days and I still haven't received the things. They are informing me that the items are not safe and that they have no idea where my belongings are. I want my money back. I have paid a total of Rs.**,*** and want to claim my entire money back since they have not returned my items. They are not responding to my phone calls and messages.