I don't think it’s about “they (LE/FEDs/SCPD) don't know how to”. They can simply check what hasn't been done so far, see what actions SCPD has omitted to day. This would be a good place to start.
I think the reason is more about the practical rules of government. Because, if you lack management skills to run a walmart store don't worry, you can still govern.
One rule about governing is "Success calls for success".
If they solve this case then people will ask "Then how did Shannan die?" If they solve it, then people will ask "What about the Mesa Killings?", if they solve Mesa then people will ask "What is the truth about Kennedy assassination?" I'm a bit exaggerating perhaps, but I think you get the point.
Government loves controlled failure so there will always be excuses.
This case is perfect for a failure. All of the victims are prostitutes from poor, powerless families. In the eyes of government, these victims and their families are scum, like most of us. The families can't put pressure on LE.
The killings are probably linked to NY, not Suffolk. They are just dumped there. So, it's not a Suffolk related issue, ergo no pressure from the locals.
Media lost enthusiasm too, so there is no public pressure.
Nobody talks about the retribution for a police detective withholding the tattoo of a UID victim for 16 years. There is no legal/criminal pressure.
Long in short, this case needs a Don Quichotte on steroids.