can i report to police if the seller has moved out but refused to give us the key?

[HUA YANG]

We bought a house two months ago by a short sale. But seller still lived in until last weekend. They moved out in the weekend but so far we have not received the key. Should we call police to get in with his permission and replace the lock? It is frustrating that the list agent does not corporate with my agent at all. It may be because we refused to give some money to the seller as he indicated that the seller needs money to move out. But now, they moved out ...

Any advice from you would be greatly appreciated. Thanks.