Go back to the police station in person and tell them what you just wrote here. You've been the victim of a serious attempted extortion. Give them the details and at least they can go to the media and let people know what happened!
I got a similar call where I was told my father had hit his BMW and they would kill him if I didn't send them money. I was told if I put the phone on speaker, didn't answer them immediately, hung up, etc they would kill him on the spot. I texted my father to see if he was safe. They noticed I had pulled away for a second and told me they had his phone and not to try that again. I was then ordered to get in my car and drive to a store so I could send them money via a western union money in minutes transfer. I initially was confused and thought it might be a scam. I asked them to describe my father and they told me to shut up if I wanted him to live. Not being willing to take the chance I did as they said. I'm a student and have very little money. I tried to explain this to them but they insisted I give them a set amount. I was forced to carry on a normal conversation with them while in the store and if I stopped speaking for a second they would verbally harass and threaten me. I sent what little money I had then was told to return home. I was told then I could speak to my father once they had the money in hand. I broke down in relief. Then they put a different man on the phone who told me it still wasn't enough. This continued for an hour. Until I finally heard from my dad that he was safe. I then hung up on them but they proceeded to call me back repeatedly. I ended up changing my own number. Not only do they scam you out of what little money you have but the emotional trauma was immense. They preyed on the fact that I was panicked and wouldn't want to defy them. I hope this keeps someone else from experiencing the same thing. I can make the money back but it will take time to get over how traumatized I was.
Got to the police station and make a complaint in person. If no one complains or files an in -person complaint nothing will be done to stop these people. You've got to tell them that you've in the victim of a serious extortion attempt. Putting all the complaints together would allow the police to find some sort of common thread that would lead to these people. Otherwise they just keep doing the things they are doing.