I married a Filipino in February and in march she moved out and hasn't returned. what is my next step?

If no hope of reconciliation, file for divorce and notify USCIS that you will no longer be responsible for her. I would urge you to consult with and hire an immigration lawyer to assist you with this case. Not because I think you’re not capable of handling it, you may will be, but in order for the lawyer to debrief and brief you, analyze, assess and evaluate your case in order to maximize the possibilities for the successful result you seek.