...they didn't feel it was possible to dictate where they go.
If by this they mean that you cannot tell them not to go to places where you/your DH will be, they are 100% correct. You can't. If they want to go to XYZ club, pub, sport event then they can. What makes you think you can 'ban' them?
The DH was complicit in the end. That's why he shouldn't be able to see our friends.
Then it's up to DH (and you) to avoid them. It's a free country, they can go where they want.
She said she wouldn't reply to the points I made in the letter I sent her.
As far as 'reporting them to the police' I'm not completely clear. Did you send them letters/texts saying 'do not contact me ever again' or did you send them letters/texts demanding they answer questions then ended it with 'never contact me'?
If you 'invited' contact by asking questions or inviting comments, then the police won't do a damned thing. You asked them to respond, simply by posing questions in the first place.
If you simply said "Do not contact me again" and they responded in a threatening way, then by all means speak to the police. But you saying "Don't go to X place anymore" and them just saying "We will if we want to" is not harassment. Harassment is 'repeated and unwanted' contact, not you making demands and sending a list of questions.
I understand that you're in pain. But what you're doing is foolish. Just STOP. No more messages and if you see them out and about, turn around and walk away. And that goes double for your 'D'H.