Record the calls. Keep records of the calls (for example, if made to a cell phone, even if made anonymous, write it down. Call the police every time your niece is bothered by someone. It can be harassment, telephone harassment, terroristic threats, and definitely assault. When you call the police, advice them about the assault. Sounds like you got a lazy officer if he did not take the charges against the minors.
I would not let up with the complaints to the school. Make sure you put them in writing and send them certified to the prinicipal and to the superintendent.
Your daughter cannot simply miss school or she will get into trouble, as will her parents. I would have someone go with her to school, and come home with her, at least for a while.
I would also have a video camera in the event that something happens. If approached, video-tape the culprits and maybe that will scare them.
As for the minors, have you considered talking to the parents? Some times that is helpful; other times it is not - with children acting that way one has to wonder if that is the way they were raised.
Have you daughter carry a small recorder that she can activate if she is approaced. They are sold at many places, and will fit into her pocket.
But, do not stop calling the police at each step. Your niece could be injured severely by people acting that way.
(Also, if you do not get satisfaction in calling the police out, go to the police station and talk to someone. Bullying is not generally tolerated. You may have just gotten a bad officer.)