It's not true, if you報警, 就算end up不夠証據起訴佢,
the police 有備案, then your letter to immigration 就有力d,next time they will consider seriously for visa approval. But if you just state the reason for termination, they will not really treat it seriously.
On the other hand,the maid can come to HK again by using a new passport of a new name. It's very common esp. for indonesia maid.