Ran into a troublesome situation and want to hear everyone’s opinions.

Did an OTC transaction, and the other party transferred the funds in two separate payments. Normally, a legitimate transaction should be done in one go, right? I started getting suspicious and asked the merchant to record their screen to prove their real-name information—this isn't an unreasonable request, is it?

But the other party just wouldn’t cooperate. After stalling for a long time, they finally sent me a payment QR code, asking me to scan it to refund and cancel the order. I refused right away. Are you kidding? Who knows what will happen if I scan your code?

Here’s the main issue: I actually want to refund the money back through the original route, keep things clean and simple. But WeChat Pay doesn’t have this feature! Once the money comes in, it’s just in your account. If you want to return it, you have to actively transfer it out.

Now I’m most worried about the source of the funds. If the money itself is problematic and I’ve received it but can’t explain it clearly, it’ll be a huge hassle if I actually get called in for “tea” (questioning).

Has anyone else run into a similar situation? How should I handle this? Should I go straight to the police and explain, or is there a safer way to deal with it? Looking for advice!