Nike air force - Refund not coming from nike

On **th of January, I ordered Nike air one from nike.com. Order was not placed but money was deducted. Upon complaining nike, they acknowledged me that you will get your refund in * days. On *rd of February, I got a proof of refund from nike. But, it has been ** days, still the amount has not been credited to my bank account. Nike is telling to contact with your bank. Bank is telling to contact nike. Upon checking nike's merchant Dlocal, it is found that it's a fraud merchant. Now, what should I do??