What do you expect the police to do that the director and teachers can't do? Arrest the 5 year old girl?
Does your child tell the teachers or other responsible adults about the bullying in the moment, or are they reporting it to you to then report the behavior after the fact? If your child is not reporting it to teachers when the bullying is happening, it's difficult for them to address it with the girl for it to have a meaningful impact.
This girl will not be the only instance of confrontation your child experiences in life, so teaching them how to deal with it in general so they are prepared to handle it themselves will set them up for success.