My MacBook Pro M1 was stolen, and thieves got access to it. What to do?

My MacBook Pro M1 was stolen a few months ago. I reported it stolen in "FindMy" immediately, as got to now.

Now I got contacted by a random guy saying that he bought my Mac from someone, and there is my info. He did in fact, send me recordings of the screen with my account shown in settings with my email, my photo, and apparently my phone number (cuz he texted me).

I tried to erase the device in FindMy as it was recommended on the Apple website, but erase just pending. And this guy became really fast, really pushy, saying that I need to remove that Mac from my list of devices in FindMy. He also sent me a video recording of him logging into the Mac with the pass (not my password, different number of characters).

Does it mean he has full access to my lost Mac and to all my data, and this "Lost mode" doesn't protect anything?

What should I do now? How to protect my data in that case, or is it already fully given to thieves anyway? I feel really confused and unsecured...

In addition, I opened my iCloud email and found tons of fake emails from "Find My" (but actually a random email) saying that Mac was found, there were some changes to the account, and so on. SO now I know for sure that guy is a total fake and they are just trying to trick me into releasing Mac or getting my pass.