What should I do if I have been a victim of identity theft?

Im been in the Army since April 2018. Born in Puerto Rico and spend all my life there. The situation that I am having is that an individual has been using my identity(SS#, name, DOB) for his benefit. I do not know this person, and based on the evidence that i have collected he lives on Boston and is an inmigrant. I have contacted a detective were I am stationed and he tells me that its out of his jurisdiction and that i have to contact Boston police and continue the process with them. When I contacted the Boston police they indicated me that the process has to start with the police here. At this time i do not know what to do because I already freeze my credit, contacted the IRS, Social security administration, even talk with an FBI agent. I desired to retired from the Army but I fear of having problems in my career because of this situation. I will take any advice and/or help.