It's most likely not a matter of race or sex. More likely, the police see the situation as a "family matter" and they hate to become involved.
What to do - file an action in court, as a I suggested, and get a restraining order/order re: custody, etc, as I suggested. As part of this legal action, ask the judge for a return of your money AND at least ask for penalties. (This would all be as part of your family law issue).
As far as a criminal matter, I reread your question -- it sounds as though you filed a police report, but the police decided not to do anything. They often don't. However, you can "go over their heads" by contacting the prosecutor's office (district attorney) for your city or county (borough, whatever) and ask to make an appointment to ask them to consider a criminal matter.
No matter what you do, I urge you to sit down and write out a chronological list of what happened.
The first date should be the date you met your ex.
The birthdates of all children should be listed.
The date you bought your home together (both).
The date you moved out.
The date you were threatened.
Sit down, and write all this down, in no more than five pages, in chronlogical order.
If you can, do it on the computer (if you make the list in excel and use a column for dates, you can sort it easily).
What I'm saying is, you need to get organized, and have something clear and written out. Also, write on the list the date you prepared the list and sign it. Be aware that should you end up in court, you can use this list as one of your exhibits. The "other side" can question you about it, so make sure that everything on your chronological list is backed up with fact.
I think we're past race discrimination on these matters. I can't say for certain that we're past gender discrimination - men are more likely to get custody than they used to be, but it's my understanding that courts still tend to favor mothers for custody.
I'll be happy to write back, even after you "accept" my answer. That's what I'm here for. However, if you don't click "accept," I won't be paid even a dime for helping you.
Take care, and take a 15 minute time to relax and breathe.
I know this is a horrible situation right now, but it won't be for ever.