Recover my microsoft account because it was stolen.

Unfortunately Microsoft can't do anything about physical hardware being stolen. You'll have to wait to see if the police can recover yours or get a new one. Microsoft won't send you a free console because it was stolen.

Next time that happens report the account stolen to Microsoft BEFORE recovering the account. This will result in a console ban to the offeneder and more than likely his accounts too.

Here is the steps to recover a compromised or stolen account. If there are charges being made with your stolen information and your payment methods you will need to contact local authorities and your financial institution as this would be considered a crime.

Xbox Support

https://beta.support.xbox.com/help/account-profile/manage-account/compromised-account-solution

Microsoft Support

https://support.microsoft.com/en-us/help/10494/microsoft-account-recover-hacked-compromised-account

What makes you think you are only allowed one gamertag?

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Also as I mentioned before, Microsoft know what consoles a tag has been used on. So a person managing to recover his account that was taken would not lead to a ban.

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Simply because if the account had been reported stolen to Support then you wouldn't be able to recover it in the first place as they lock the account preventing anyone from using it, and secondly because they'd have the record of it being on your console
in the past.

Any site that sold you the account is not reputable.

Even if you have recovered said account if it turns out to be a stolen account or stolen MSP your console will be subject to suspension