If an employee is suspected of stealing, but they quit before it's proven, are we able to still go

the employee is suspected of theft but they quit before we could prove it. Are we able to go after them still? Is there an outside company we can use? should we get the police involved?

Well, if you have hard core physical undeniable proof that that employee was stealing, then take them to court, present your case in front of a jury of your peers, and get back what was stolen. If not, then just let it go.