I say keep annoying the guy who's selling the hat. He won't give it back, but most people don't want to touch a scammed hat so we can probably keep him from selling it. Justice and whatnot.
Edit: Also, I would report the guy trying to sell the scammed hat on steamrep. He's being a dick and steamrep does not approve of people dealing in scammed goods at all, and given that this is clearly a scammed hat, the guy just might get a caution tag.