The federal reserve bank deals with the government and with banks. They do not deal with individuals.
You will never receive contact from the federal reserve bank. Any contact mentioning it is a scam.
As Alan has said, there is literally NOBODY out there giving millions of dollars (or even thousands of dollars) to strangers on the internet. There is also NO legitimate scenario in which you will be asked to pretend to be next of kin or help someone to claim their fortune. Every email mentioning any of these things is a scam, designed to get your money from you.
There is also no fund out there for scam victims. I'm going to sound harsh here, but there are far too many people in desperate need due to things like war, sickness, and lack of access to basic essentials. No agency or government, whether it is UN or anyone else, considers someone who sent their own money to strangers a priority.
As for the Nigerian government/EFCC? The people who are actually trying to stop the corruption are dealing with intense opposition and lack of funding--they do not now, nor will they ever have funding to compensate victims. And the corrupt part of Nigerian society openly blames the victims of scams--they certainly are not going to help.
As difficult as it is, the money you sent is gone. Nobody is going to pay you back, but the scammers will try very hard to get more out of you. As long as you read their emails, they will continue to approach you with one offer after another, in hopes they can get you to send another fee.
The only thing you can do at this point Is delete every message you receive that is offering money in any way.