Dealing with neighbors

So I was friends with this couple, they seemed nice at first and was extremely helpful when it came to needing a friend. So time flies by I've known them for about a year or so and this guy who lives next door to them and I start getting close and we started dating a few months later they were friends with him and I, after a while they started getting jealous trying to run the relationship telling me what days I can spend time with my partner and telling him I'm being controlling and then telling me that he's saying things about me but that wasn't true. So skip ahead we decide to cut off all contact and that goes well for a few months and we start to feel safer. Well my mum starts getting threats from them saying how karma is a bitch and so on, well they also threaten me and threaten my partner to the point we feel like we have to sneak out of our own house because they were always at the window watching (at this point we started living together) we were ttc for a while and fell pregnant last year in November we were still getting threatened, eggs thrown at our house and our car, dog poop left on our doorstep she even came out mouthing about how I've got the wrong end of the stick and how this is all on our end not on hers. Her boyfriend is a biker wannabe who threatens any chance he can get. They play music at 3/4am waking us both up I have four months till I have this baby and I'm afraid of them even being next door scared they'll keep my baby awake with loud music and their constant arguing. Sorry I had to rant.

Edit: thank you to the girls who commented it means a lot. These two people think they own the street. My boyfriend is a builder and the man kept telling his girlfriend that we were drilling at 5 in the morning not possible as he has work and I'm a housewife so we both get some sleep in order to be wide awake for the next day. We did contact the police numerous times but nothing was done about them other than more threats off them because we called the cops over their egging our car and being threatened