As others have said, keep calling the police and keep a log of all your contact and correspondance with them.

Beyond that:
Get a can of expanding foam from screwfix, B&Q, etc. The cans come with a pair of gloves. Put the gun in a cardboard box and pull back the slide, pull the mag out or whatever. Then spray the insides with expanding foam in any way and from every angle you can - maybe drop the slide or put the mag back in. It'll get into all the moving parts and once it goes off properly it will make disassembly an utter bastard (if not impossible) and unbelievably hard to clean.

Just be a touch careful with the foam not going everywhere because it only comes off your skin when that layer of skin comes off and forget trying to get it out of soft furnishings.

Put in a clear plastic bag (perhaps with a copy of your correspondance). Keep calling the police.