Why would you have to file a police report, and who's "they" Telus? Unless it is being claimed you received the phone's (should have required a signature), the whereabouts of these phones have nothing to do with you.
I’m going through the same thing. I ordered a phone on December 1, ups reported it as delivered on the 22nd. After over 30 hours on the phone with Telus I am stuck with the bill and a line I’m unable to use-no sim. Good luck, you are helpless and screwed over.