In any wallet. If you get enough people filing a claim against the same wallet, that would at least be enough smoke to warrant an investigation. The only other complicated part of that is that each scammer also likely has multiple wallets and can easily create a new one in seconds to transfer crypto into.

The whole crypto thing is still very much like the wild west. I definitely see it becoming more and more regulated as the world starts cracking down on it for taxes, fees, etc.