There's no crime (yet)
Statements from random people that X is planning a crime is not, by itself, grounds for police action. It may be grounds for some investigation if the statement is credible, but if it's not - or if they do some investigation but don't find any convincing evidence of a serious expected crime, as opposed to merely suspicious activity, which is generally legal to do and illegal by police to harass.
Police are not your bodyguards
In a similar manner, claiming that some time travelers want to kill you is not, by itself, grounds for having police around you to protect you. It may be grounds for some investigation, but unless there's solid evidence of a real immediate threat, the police won't do anything; and if they will do something then it will most likely be with finding and prosecuting whoever the evidence points at, not giving you a police escort. That's simply not a usual function of the police outside of exceptional circumstances, major events, VIPs, etc.
Writing a book about the criminal plan and about the threat to you is something that is likely to work against you - maybe your first report would get some cursory investigation, but when that turns out nothing and they learn about your book, then they'll treat your future reports with a heavy dose of extra scepticism. It's also a common book/movie trope - so it would be "in genre" to have them ignore all your future claims without extra obvious hard evidence.