DPH:Not all thefts involve breakins, so I would call local cops again with a detailed list of the missing items and report them stolen. Nothing more, nothing less. Get a police report/case number. Did you have homeowners/rental insurance? if so, file a claim with your insurance company.
If a police report is already made from the initial call, that's all that's needed for the insurance claim. Calling the cops again isn't likely to do any good. While you are correct that theft does not require a break-in, the problem here is that it's not an easy case for proving fraud. Since they evidently had a contract on what to do about his stuff, it could simply be a breach of contract problem. A prosecutor won't want to devote time on a case that a jury might well conclude is just a civil dispute rather than theft.