Definitely contact the police, if the mobile phone number you have for your ex-wife is still active and in use, the police can trace the calls to and from the phone which would then achieve several things:
1. Obtain the general location of the phone when used by using the location of the mobile phone mast.
2. Build up a list of telephone numbers used to contact the phone so thereby getting a list of associates of your ex-wife who may be able to pinpoint her location.
If she ran away to get a visa, the police can contact the Immigration services to gain information that way.
I don't know if she will be on there but the police have the Police National Computer (PNC) which holds tons of information such as car ownership and car insurance details, names and addresses etc so they have tools to look for her.