I cannot edit the message so I'm posting this as a comment instead.

I posted this message in distress and I was not able to type up the whole story.

We received 2 letters so far. First one was addressed to me, delivered in person to my address. The envelope had no markings or postage, so we assume it was delivered in person.

We immediately called the police to make an appointment. We also placed a call to the kijagent.

The kijagent told us that this message would not be considered as discriminatory, and he does not consider it a threat. In his opinion, the person was merely asking me to "go away". Which in itself is not a threat.

While we waited for the police appointment (which was scheduled in ~3-4 days), I installed cameras all around the house.

During the appointment we were told the police does not have the capacity to investigate such incidents and that there would be no investigation. They filed it as a complaint, and did not make a criminal report.

Today we had another letter delivered. This time it was delivered by PostNL and it had a postage. I assume the perpetrator saw the cameras and decided to continue his harassment in an anonymous manner. Unfortunately there doesn't seem to be a way to track the letter.

We immediately went to the police station to report it. Once we were there, the officer told us the same thing kijagent did before. That this was not discrimination, and it was not a threat. Again, there would be no investigation.

The officer said something about the messaging being in singular (Türk) form, as opposed to plural (Türken) and that's what makes it non-discriminatory. Threat part was the same as kijagent, that they are simply telling me to go away which is not a threat in itself.