Yeah, but like... they didn't even "let the police handle it." They just went straight to "late-night stakeout."
> Cops can’t do much if you’re worried someone will harm you or a loved one.
You're right, and that would be a scary situation... if they didn't have more than enough evidence for the police to get involved. Repeated, late-night visits to leave threatening messages would be plenty for a restraining order in the U.S., or at the very least to spur further police investigation.
> What actually effective steps can you take if someone is harassing a female in your life?
In this case, her brothers could have taken turns driving home from work with her, walking her to her car, sleeping over at her place, while they waited for police to proceed with investigation. They could have helped her get connected with a self-defense course, or bought her mace (depending on legality).
Stalkers/harassers can make people feel extremely helpless, and yes, there are a lot of really horrible situations where cops are useless despite an obvious threat.
This... is not one of those situations.