You can report you "friend" to immigration, not the police.
You can sue your "friend" but since you don't know where the live or where the bank account is, it seems like a waste (unless it is in small claims court.)
The above is general legal and business analysis. It is not "legal advice" but analysis, and different lawyers may analyse this matter differently, especially if there are additional facts not reflected in the question. I am not your attorney until retained by a written retainer agreement signed by both of us. I am only licensed in California. See also avvo.com terms and conditions item 9, incorporated as if it was reprinted here.
Counsel is correct. As a practical matter it will be difficult to recover any money as a result of a lawsuit if you do not know where your "friend" currently is living. Regarding the immigration issues, you should report her to the INS. Good luck.
Failing to repay a debt by itself is not a crime. You can certainly sue your friend, but if she has disappeared you will have a hard time serving her. You can get court permission to serve by publication, but even if you obtain a judgment you won't be able to collect without knowing where your friend is. I am sorry of your predicament. Yes, you can report this to immigration authorities.
The information provided herein is general information only and not legal advice. The information provided herein does not create an attorney client relationship and is not a substitute for having a consultation with an attorney. It is important to have a consultation with an attorney as the information provided in this forum is limited and cannot possibly cover all potential issues in a given situation.
You can file a lawsuit. You will need to pay the court filing fee. Then you will need to have her served with Summons and other legal papers. If she does not file a response with the court, you can apply for entry of a default judgment against her. With a civil judgment, you can seize any non-exempt assets which she has and you can garnish her wages (no more than 25%). If you do not know where her money is or where she works, you can hire a private investigator. If she has nothing, you will have spent good money to obtain a judgment that you cannot collect. As far as deporting her, nonpayment of a debt is not grounds for deportation. She cannot be prosecuted criminally for not repaying a loan.