The police are correct that there is little they, or you, can do without first identifying who is sending the text messages and emails. If the emails and texts are threatening in tone, then the police will be more willing to invest time and energy into investigating the matter.
EVERYthing can be traced, but if the sender is intent on staying anonymous, it may mean obtaining a court order and/or hiring a professional to track the sender down - and this can get expensive. There are, however, things you can attempt to do yourself to try to identify the sender.
The text messages you receive should have a number visible at the bottom of the message. You could type that number into Google and hit search. The number and its origin may be listed and you could come up with the sender's name. Or you could do a reverse call search. You can often get the service provider and the location for free, however most searchers charge a fee for names and addresses. You should also be reporting the texts to your cell carrier.
If, as you say, the number is untraceable, you can attempt to trace the origins of the
emails by reading the full header. Often the real identity of the sender will be located at the bottom. The email header also has its identifying domain, located after the @. You can contact that ISP and file a complaint with them (visit their website for directions). The ISP can cancel the sender's account.
Visiting the following site may give you some additional avenues to explore -
whatsmyip.com (ie. whatsmyip.com/faq/how-to-trace-an-email.asp) - but otherwise you may have to hire someone to help you identify the sender of the texts and emails. Once he is identified, there are several legal options you can consider.
One final note: It is not wise to respond to the emails or text messages, although you should keep a record of those received.
Good luck.