The user you're reporting is frequently impersonated, and may not have been the same user that actually contacted you.
Please provide uncropped (whole screen visible)/unedited screenshot proof of your interactions with this user and any other users involved in this scam. If you have access to these from the original chat window, please provide them. Upload them to an image hosting service (imgur, for example) and post the links here.
If you no longer have access to your original chat window with this user, you can instead recover chatlogs here - https://help.steampowered.com/en/accountdata/GetFriendMessagesLog - and when you take screenshots of them, please do so in a web browser rather than Steam client and hover your mouse over the name of the user you are interacting with so that their profile URL displays in the lower left hand corner of the screen (and again, remember not to crop or edit them in any way). Then upload them to an image hosting service (imgur, for example) and post the links here.
Please also provide a similarly formatted screenshot from your trade history of the trade where your items were lost. Take it in a web browser with your cursor hovering over their username so that their profile URL displays in the lower lefthand corner of the screen, and upload it uncropped (whole screen visible) and unedited to an image hosting service, and post the link here.