Geezus, man, I'm really sorry that happened. Truly. That sucks.
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So, I've quoted only the stuff from your post that I'd like to address:
I'm kinda in the same boat as you, often traveling around the country, and also having a local credit union. It used to be that I'd get calls from Calcutta or wherever from an unrecognized number. The first time it happened, I didn't answer (for obvious reasons) and was then quickly surprised when my card didn't work at the gas pump. I then called the 1-800 number on the back of the card, and they itemized the questionable transactions specifically, asking if I had authorized each one, like checking off boxes. All of them were good, and they released my card.
Nowadays, I also get text alerts, like you, asking me to call a number to verify transactions. Again, they are the ones who tell me, unprompted, which specific transaction raised a red flag, and I only tell them whether or not I approved the purchase.
Based solely on the above, I'd say your trick in the future should be along the lines of simply asking what raised a red flag, making them disclose whether they're legit or not.
Again, I'm really sorry you got fucked and hope this doesn't put you out too badly or linger as a pain in the ass.