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Oh man, so sorry to hear, and it obviously cuts deep into your love of the hobby and enjoyment.
Yeah report to Police, notify local pawn shops, keep an eye on those websites like Craigs List, eBay, etc . . . definitely let DJI know, as they MIGHT be willing to help somehow if possible.
Heck, as the drone was probably registered, I would let the FAA know all the relevant info, your rego#, model and serial numbers etc, you never know if the POS that took your gear wants to fly legit and somehow fouls themselves up.
Hope you can replace asap and keep up the flights, and really hope a big karma bus hits the thief really hard sometime soon, maybe a prop in the eye.