@Shannon *****
For most countries the procedure is indeed you have to re apply for visa when you loose the passport or it is stolen.
In all cases worldwide the issuer of the visa should explain the procedure, and that is what you already did.
Normally you should also report the visa as stolen at the embassy/consulate where you applied.
Just ask Google what you have to to in this case and you see it just is a normal procedure, and it also is a logical procedure.
Of course with copies of the old passport and police report you can try to get in the country, but you take a risk.
When you have a good travel insurance, they will pay for the stolen passport and the stolen visa.