1, talking to the cops is more important before the case was given to the prosecutor, but still it does to hurt to keep in touch now. Also the two Fangs should remain alert for some time. Although the police cannot protect them individually, they do have a duty to maintain essential order and key their eyes open.
2, hopefully there are "relevant" people who see Xiao, or at least his recent action, as a grave menace to society and public order. While they may not agree with Dr. Fang on everything (that is really not easy:)) but still they may be able and willing to offer some help in this case.