Lindale Capital Group scammed me out of 826.00 new York , New York

I wad approved for a 7000.00 loan and just needed to pay the principle up front which wad 826.00. The money was sent via western union to Aubrey Edwards. I was then told I would get a phone call in 4-6 hours. Of course, no call. I called and spoke with a Rep and was told that since I didn't pay the insurance premium that would covet any type of default I would have in case I couldn't make payments that I could not get the loan. I then asked for a refund and was told 7 business days I would get a check in the mail. I still haven't gotten my check, of course. Is there any way to get our money back? Has anyone gotten a refund after they filed their complaint?