What legal actions can I take against someone who is harrasing me? Police say they cant help?

Until she shows up at your house or makes verbal or physical threats, there's nothing the PD can do, which stinks, I know. That's just the law. Change your phone numbers, move if you must (although I'm sure you don't want to), and block all phone numbers you can. Honestly, that's all you can do at this point until the situation escalates, which I hope it doesn't. Good luck!