12 year old having sexual relationship with a 20 yr old man

Hello I just found out from my siblings that my 12 year old niece is in a sexual relationship with a 20 yr old man. I was shocked and sad that this happened. Well the problem is she (niece) won't say anything that happened between them to any one. She is close to one of my sister's and trusted her enough to tell her she had sex with the guy. So she told her to stop seeing him but she said she was in love with him.... unfortunately they live in the same house just different apartments...so she sneaks out to his house when her mum and dad are at work (she doesn't go to school because of the Corona). They only found this out because the second girl told them. They spoke with the guy's parents and all they could say was to warn my niece she has been coming to their son....I know most of you are wondering why we haven't informed the police...we live in a part of Africa where issued like this become foolish cases because there isn't enough evidence etc....my niece keeps going after we talked to her and told her all the bad things that could happen. She has not regretted her actions. The bad part is she has gotten her menses and could get pregnant

What can we do.....anyone has such experiences or any advice?