I suspect the police would tell you it is a civil matter, not a criminal matter. I'm not an attorney but I suspect you would need to prove the cue maker took your money with the intent to commit fraud before it would become a police matter. Given the time frame involved, I'm guessing that wouldn't happen.
If the cue maker is local, file a claim in small claims court. If he's out of state, I think you're best off trying to work with him as best you can to salvage your investment. I hope it works out for you. Unless I were buying a VERY highly customized to my specifications, that wouldn't likely sell were I to balk on it, I would not make a deposit for a cue. Too many horror stories out there and too many quality cue makers who won't require a deposit to have to deal with one that does.