Where do I report ******** activities when the police support it 100%

I recently went to a loan shark I have known and took a loan that was supposed to come back with 50% interest, upon due date I asked for an extension until 15th to settle then the loan shark took it upon herself to threaten me so I told her I would pay the principle amount since she wants to make it 100% interest and is now threatening me and my family. I paid the principle amount but she continued to make threats and even went as far as to come to my home to threaten me so I went to the police to report the matter but I was shocked when I was screamed at and told she has every right to threaten me coz she wants her interest and if I don't pay it they will open a case against me n come to my home with her etc. Since when do police agree and support loan sharks threatening us and how is it that my case was dismissed so quick and now I am being threatened by the very same people who are supposed to protect me? How n where do I report this cause it's not possible that the very same people who are supposed to serve and protect me would agree to me being threatened and also agree to help her? This happened at lephalale police station. How and where do we report crime and be honest when the police clearly support ******** behavior in our community? And since when is loan shark so legal in south Africa that the police end up assisting the loan sharks to threaten people?