I guess I would try to meet other neighbors, see if I could get some others willing to help complain so the management does get them to leave and it is more a, "all your neighbors complained" situation.

That or I'd try to embarrass them? :-) I had a neighbor in my apartment building above me who I'd awake hearing having sex and then they'd get up and play the piano at 2:00 a.m. or whatever! I had the urge to go up there barefoot, in my flannel nightgown, knock on the door, look wistful and say, "The sex was bad enough but it's the piano playing that really has to go". In college, in my dorm, I had idiot neighbors who suddenly turned up their sound system in the middle of the night and were all singing along, etc. and woke me from a sound sleep and I just reacted, went over, stood in the doorway and gave them my best evil eye (which apparently is pretty good) and quietly said, turn. . .it. . .down and they fell all over themselves complying; I probably looked like I could do murder. Finding your anger instead of the anxiety, just "not caring" because it is so bad can really help sometimes.