Scotland Yard have said that they are 'reviewing the reports to see if they meet the threshold for investigation' - so they are not currently investigating.
If the emails were indeed sent, there are 2 possible criminal offences that I can think of - misconduct in public office, and an offence under the Official Secrets Acts. Either of these could be offences in the UK, and so could be investigated and prosecuted if necessary within the UK.
Lownie has been emphasising throughout that there is enough information on Andrew during his time representing the UK as Trade Envoy to convict him of alleged fraud and corruption offences and that he has a whole file of papers that he has offered to present to the National Crime Agency but no one is interested.
I don't know what information Lownie does or doesn't have, especially as the trade envoy files are currently sealed.
Having looked at the NCA website, it is not set up primarily for private individuals to report crime; it repeatedly refers you back to the police. If you do want to 'provide information on serious and organised crime' there is a contact form on the website, and a sentence at the bottom which states:
The NCA will review this information as appropriate and you may not receive a reply unless we require further information.
Things that are possible:
Lownie may have reported to NCA via the website, they may be looking at the information and may not have got back to him
Lownie may have reported to NCA via the website, they may not be looking at it and may not have got back to him
Lownie may not have reported to NCA, but thinks it's a useful comment to make in an interview as no-one will correct him
Lownie may have reported to police as advised, they may be looking at the information
There are many other possible permutations.
People who work in law (not Lownie) tend to be more cautious about blanket statements that there is enough information to convict of offences, especially when those potential offences might have occurred overseas.