If you break the rules of the trade protocol you lose your security deposit. What seems to be your main issue here is that you didn’t like who the other trader was and this isn’t a valid reason to stop the trade without losing the security deposit.
The security deposit was awarded to the other trader because from their point of view you wasted their time for no reason. Imagine I take an offer to buy BTC from you using SEPA. Then I wait a couple of days and just cancel it. You’d deserve the security deposit.
The info in this post regarding the security deposit will help you. The rest is outdated.