They claimed that their liquidity provider Citi bank stopped providing funds due to low trade volumes.

That's their problem, not yours.

I suggest passing the info on to CitiBank. See if there ever was any LP agreement.
I wont even bother because I highly doubt that CitiBank would agree to provide liquidity to unregulated client.

I highly doubt CitiBank provided liquidity. On the other hand, I wonder if CitiBank's legal department might take action against a broker falsely claiming that CitiBank is one of their LPs. There's only one way to find out. You have the evidence available to sent to CitiBank.
I am going to submit the evidence I have to CitiBank,though they are mainly webpages.
I discover recently that the website has no address that is it is anonymous.They might not be bound by any legislation.