I think you should actually try and involve the police in the area of the buyer as he has actually stolen YOUR phone as well. Sounds like you have plenty of info that he returned a phone that is not yours. It's not like it will make your situation any worse and it will probably freak the crap out of the scammer
make sure it wasn't an honest mistake first - though I seriously doubt that it was. Getting the police involved would make the situation a lot worse if he simply just packed the wrong iPhone, as seriously unlikely as that may be
Is there a precedence for getting police involved in something like this?