First, You need to confirm that the money is still in escrow. Did you use an attorney? If so, this falls directly on their desk to come to get a resolution. The next option is as was mentioned, through your listing agency to the buyers agency.
Since the buyer has now moved and may be unreachable, whatever legal recourse there may be on your part and whatever legal fees that may be incured by you to make you whole beyond the $2,000 deposit may be spending good money for no return. This is especially true if the buyer has vanished.
Keller Williams Atlantic Shore
When you say you "lost" over $20,000 do you mean you sold for that much less than the original buyer was going to pay but that the house actually appraised for the higher amount?
Paul Howard, Broker
Cherry Hill NJ 08002
MEMBER: NAEBA (National Association of Exclusive Buyer Agents)