Hi neha this side from india a person who's name...

We would like to inform you that his person is financially blackmailing you and he is not a policeman and cannot do anything against you,  as he does not have the right to do so.

You have two options:

Either to close your accounts and block this person permanently and he will not be able to report you, or to report the cybercrime police against this person that he is financially blackmailing you and threatening you in order to take your money illegally. As long as the messages have been deleted, this person will not be able to retrieve them again. If you inform the police, the accusation will stick to him and he will not be able to deny it in these messages, as these messages were confidential and did not contain any crime, but it is a normal chat. And then you shall choose. But I expect that this person is only blackmailing you and it is expected that this person is the same lady that you talked to and this person impersonated a lady character. This is the best advice to block him so that he could not reach you, because he knows if he informs the police, he has no capacity in reporting and knows that you will not be silent and will report it because he is financially blackmailing you. That it is nothing but a threat and no more than that in addition to impersonating a policeman.