I cannot believe I lost this!!!

Steam probably won't help you recover the game. The seller likely did a chargeback on his cc or paypal. Next step would be to compile your evidence with screenshots, etc and submit it to Steam Rep and get this guy labeled a scammer. Should also report him on Steam Trades, where he should get banned if the evidence is accurate. Also, hit him up with negative rep linking the Steam Rep profile of him once he's been labeled a scammer.