The best thing to do would be to remove all the information you just posted about her here unless you want to wind up in a harrassment case.
Then - contact her while being polite via email stating the facts. Your phone was lost on ____ at (this location). You have filed a report with the police which is being investigated. You recently saw activity on the phone account which indicates she received an email with (attach the pictures) which originated on the phone. State that you would prefer not to turn to the authorities, but if she has the phone or knows who has the phone, you would simply like it returned and no further action need be taken. You could wrap up the email by stating that if you don''t here back by ______ you will have no other choice but to submit the collected information including her name, email, etc to the authorities so they can investigate the issue on their own.
If she knows something or has the phone - she'll want to return it. And if she doesn't have it - she'll know that the police will be contacting her to at least interview her and probe about it. Either way - it's the most legit and probably best course of action for you.
Resolve this like an adult.