Hi, thank you for your question. You are not allowed to change the locks unless there is a court order preventing her returning. She has matrimonial home rights arising out of the marriage which entitle her to occupy the property even though it is in your name. In the circumstances, as the police are taking no action you would be entitled to apply to your local family court for a non-molestation order (an injunction) and an occupation order (to exclude her from the property) using form FL401.
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That is not correct as she has a right to occupy the property arising out of the marriage and in those circumstances you must obtain a court order excluding her as without a court order she is allowed to return.
You can apply yourself, along with a statement detailing the incidents and risks to you - you can find the form here: https://hmctsformfinder.justice.gov.uk/HMCTS/GetForm.do?court_forms_id=1117
and it must be submitted to your local family court. If the matter is urgent you can attend in person and be heard the same day by a judge.