Need to get back my upfront payment from landlord

Dear all,

I have a problem with my ex landlord because he delays paying me back the upfront rent after I left his place on day 1.

Briefly this is what happened.

I applied online in a website for a room in CPH with a short description of myself. The person who later on became my landlord liked my application and we had a video call on skype where he showed me the apartment and the rooms I could rent out. I lived in Germany back then. This person wanted to rent out the place immediately so he wouldnt wait for me to come and see the place physically. So I agreed to rent the room just after having several skype calls with him. He asked me to pay 3 months in advance all-included rent, which was higher than we initially agreed (45000 dkk) monthly without a deposit. But I agreed and paid the 3-months rent through the bank. I at least convinced him to make a contract (scanned pdf) that we both signed electronically. 
When I arrived I was very disappointed to find another room he wanted me to take that was not furnished and was very tiny. Ok, i am not the person who is looking for luxury, so I didnt complain much. Then I notified him that I will register myself at the municipality and he didnt complain. But next when I already did change my address and informed him that I registered at his address he started to complain that he would lose the social benefits from the government equal to 700 dkk (for the children that actually didnt live with him) because this would reveal that he had additional income. Then he nervously said I must reimburse this amount or leave the place and he would find someone else in 2-3 days. Although I had no place to go, I agreed to leave because I didnt know what to expect next from that person. This was actually the 1st day of the contract agreement, which was 3 months in advance claim. I said I agree to leave if he reimburses me the amount in 2-3 days when he finds another tenant. 

Now its more than 2 weeks and he hasnt paid the money yet.

From time to time in this period I sent him emails to find out how was he doing, whether or not he found a new tenant and when he would pay me back. His responds were negative and full of complains , saying that he couldnt rent out the room because he didnt like anyone.

Las time I emailed him to ask whether or not he has received a mail with my name. He responded that he received my yellow health insurance card and sent it back to get me out from his address because he didnt want to receive mails back and forth with my name although it was just one mail during all this time. But that means that he actually opened my provate mail without my permission, then saw that this is my insurance card, which is an important document, and then sent it back! I dont even know where he sent it to. I dont even know if he has de-registered me from my the address and when he will pay me back as he doesnt respond to my emails anymore.

He is in general an emotionally unstable person, so I am not sure how to act now and what  I can do. But basically I have the following questions now:

1. Is there a way to check if I am still registered at his address? Because if not, I will need to find a very fast way of registering a new address.
2.  Shall I go to the police and ask them to solve the case? Or are there any other insititutes that help residents solve rental disputes?
3. Is the law on my side in this case? And whether or not a 3 moths contract (scanned pdf version) with the oblligation to pay 3 months in advance and a termination notice of 3 months is sufficient to prove that the landlord needs to pay me back?

I apologise for the long post. But I guess this is how I released my frustration, too.


Thank you very much for your help in advance,

Sona