When my wife and 2 month old son were followed filmed and threatened by a man on saturday afternoon she called the police. They duly turned up, said they knew the man was a nuisance and refused to do any more about it. When I called, officer Wu Chi Shing confirmed that the police were not prepared to investigate the matter at all. It turns out the same man had followed and filmed a 10 year old boy that day, and has a history of following and filming women on their own.
What will this man get away with before the Lamma police wake up and take action- as a parent I dont want to think what he may do next.
The warning signs are clearly there, lets hope he's stopped before something really bad happens, until then look after your kids- the police certainly wont.

You can insist they make a report.
They don't like to do that when they think they won't be able to make a conviction, it messes up their statistics.

Ask to speak to a superior officer.
Ultimately you can go to Complaints Against Police.

Most likely the police know the guy and think he's just annoying, and not actually dangerous. Unless he does something more aggressive and actually illegal they can't charge him, but they might talk to him.

I think following threatening and filming women and children against their will in a public place is 'actually illegal'??

Anyway the police who investigate Complaints Against Police have the details... I'm sure not much will come of it but with a little luck It will give the Lamma police enough of a kick up the butt that they get their noses out of each others and back on the crime scent. They might even be able to sniff out enough evidence to put this pervert on a leash where he belongs

Simply following isn't illegal. You can follow and film anyone as much as you like, this is not yet a dystopian police state like the US.

If he actually made a verbal threat such as "I am going to kill you" and not just behaved in a way that for some reason seems "threatening" to you, then this is something illegal and you should not let the police ignore it.

Actually there is an offence on the Statute Books called Loitering. To charge someone with it you need to prove that the subject was reasonably concerned for their safety. That would depend on what this guy actually did. Filming in a public place is not an offence unless you are doing it up someones skirt. If he was aggressive or blocking your way you might have cause. In any case the police are duty bound to log a report. How they classify it is up to them.