It sounds as if you live in my old neighborhood. I am so sorry for your loss, I have been where you are. They started by stealing my 3 wk old rabbits that were still nursing, and moved on to taking my fish. If I had lived in a warmer climate, I would have left them quite the treat in my pond. We stocked electric catfish at our store, and even a 6 incher could put off enough voltage to knock one of our big guys right off his feet. We had a 10 incher in our back room in quarantine... oh how I wanted to let them come play with that.
As with you, we called the cops and when they finally got around to showing up, all they could tell us is that without any witnesses there was nothing I could do. We kept our gates padlocked all the time, but they simply climbed over our fence. The last time the cops came I made my statement, and word got around quick. I told the cops that if they couldn't help me then I would have to help myself by hooking up a car battery and jumper cables to my fence. The cop told me I'd get in trouble for doing that, so my response was simple, "by the time you guys show up everything would be put away, there would be no witnesses... which means the same thing you just told me, there is nothing you can do about it. But guess what? My problem would then be solved."
It took about 2 hrs for my neighbors to pass word around what I had said to the cop while standing in my yard. I spoke loud and clear, so everyone nearby could hear me. That was the end of it. I added a few comets to my pond, and they stayed put for 3 yrs... then the neighbor's cat ate them during the night.
I'm not suggesting anything here... just sharing what worked for me. Get creative!