Behind the Scenes at the Lindsay Lohan 'Missing Jewels' Shoot

08/03/2009 AT 12:30 PM EDT

If Lindsay Lohan fans want a peek at the jewels that went missing at her recent Elle cover shoot, they'll have to look further than the cover photo.

In the September issue of Elle magazine's U.K. edition, Lohan isn't even wearing the valuable designer baubles reported missing. In fact, the actress never wore the jewels, an insider says. Police are still investigating the matter, they confirm to PEOPLE.

Shortly after Lohan, 23, posed for the cover, a complaint was made that an estimated $40,000 worth of jewels – a necklace and some earrings – had gone missing and police were informed on June 8.

Inside the magazine, which hits newsstands in the U.K. on Wednesday, an article describes a chaotic few days with Lohan as journalists try to seal the cover shoot and – unsuccessfully – the interview. The story also follows Lohan whizzing around London nightlife pursued by photographers, and captures a tearful confrontation with off-again, on-again girlfriend Samantha Ronson.

A behind-the-scenes video has been posted the Elle Web site.

The jewels actually seen on the magazine's cover are a cuff, bangle and ring by Stephen Webster, a bracelet by Bulgari, and Lohan's own bracelet and bangle.

Scotland Yard confirmed to PEOPLE Monday that they are still investigating and no arrests have been made. They would not say whom they plan to interview but are "in the process of contacting those they wish to speak to as inquiries are continuing."

Elle has consistently said there is no reason to believe Lohan was "in any way responsible and has no further comment to add."
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