where can I make a complaint against a realtor

Whether you are entitled to the deposit back will depend upon the terms of the contract. If you have a loan contingency, you are likely entitled to it but if there is no contingency upon getting a loan, you could be in default and not entitled to the return of your deposit.   Check your contract andf if you are entitled to the deposit, send a certified letter to the seller and the realtor requesting the deposit, with a copy to the Broker (frequently the owner of the real estate company).