AIG theft and loss

Lost my iPhone14 pro while on a trip to Mexico City. I called apple support the next day to file claim but was not able to because I didn't have the IMEI but was told by rep she could put on lost mode. I got the IMEI from ATT and called back AIG, was told there was nothing they could do and I was not able to file claim phone couldn't be located with the find my phone app even though I suspended it with my cell carrier and you can see the phone when I login to my apple account. This is the first time I have lost my phone and has been a horrible experience getting help from apple support/AIG. I submitted a claim to Apple but was told that AIG as is a 3rd party not administered by Apple therefor there is nothing they could do to help.