It's a tricky one because they are conceivable acting within the bounds of the licence - in this case, music up to 3:00 a.m.
Your Environmental Health Department will come and investigate, and if they deem it necessary, they will install equipment that will measure the noise levels at your property, and if they contravene accepted legal limits (which may not be the same as your perceived limits, so be aware of that) they will enforce a noise reduction order.
Good luck.