How do I get help with my sister-in-law & her daughter who are harassing me?

My husbands sister-in-law & her daughter have been trying to make our life hell for 4 years now. Every Time I go to the police the reports somehow seem to disappear or like tonight they wouldn't even take a report because they said it's not harassment until either one of them do physical harm to myself or my 14 month old daughter. She's made comments regarding me being unable to have children, just when things start to settle down some she calls threatening to cause problems with my marriage or beat my a##. Tonight I got an email from her daughter telling me that she was going to "put a stop to all of this once & for all" & that she would make my daughters life a living hell for the rest of her life. I again called the cops & they again tell me that isn't harassment. Harassment doesn't exist until they physically put their hands on me or my daughter. I thought harassment was any unwelcome or unwanted comments, calls, emails...contact in general? Am I being stupid & Petey with this? They tell me to just let it go & ignore her/them. That's what I've been doing for 4 years now & just when things start to settle down some, they call or email again. What can I do or do I just have to deal with it?