I have a scammer's phone number. Now what?
Inform law enforcement.
You can't "build a case" because as a layman you likely have no idea about proper police procedure. Most evidence you collect will likely be inadmissible in court. You might in fact also break laws while you collect evidence (for example, recording phonecalls without the consent of the other party can be illegal in some places).
Attempting to scare them is a really bad idea. Remember that you are dealing with a criminal. That criminal might be violent or have contact to violent criminals. So when you try to intimidate them, they might turn that around and start to intimidate you instead.
I call and text my scammer every month or so. I let them know that I finally got the funds available and that I am ready to send them the money. I ask the same, basic questions, over and over. I send confirmation numbers that are missing key digits. I make up intricate stories about why it didn't go through.
I try to take up as much time as I can from them because:
- Every moment they spend with me they are not scamming someone else.
- I find it amusing.
You could post it on a scambaiter website or otherwise provide it to the scambaiting community. They have a lot of experience with how to deal with them, and as a community they might have better resources, more information, and a better anonymity (in case the scammers might decide to retaliate) than a lone individual like yourself.