How to send complaint further, no further proceedings are happening

There's a family who always play songs in loud voice in front of my house. Today my sister had exam she shouted at them that I'm getting disturb so Stop this noise otherwise I'll break your speaker. The whole family came outside and started saying that whenever we play song, always you say like this..we also get disturb by this morning noise i.e., azaan. Because there we have a mosque beside our house and they are pissed off that they couldn't do anything for breaking that so they are taking revenge by disturbing us by playing songs in loud voice. We have a lots of complaints in the police station but police doesn't do anything in this matter. The family threatened us that they will do anything to my father on his way back home and I and my sister too. It's been happening since 4 years. And our complaint is not going anywhere else since four years. I want to know what shall I do to send my complaint further police is not doing anything I really have to take an action please help me.