5:59 PM PT -- Wendy Williams and her niece, Alex Finnie, just got back from dinner and talked with photogs before going inside the Coterie ... with Wendy saying the police report drama is "unbelievable."

Wendy and Alex say it's weird the Coterie took issue with them going out to dinner when her guardian claims there are no restrictions on her movements and family visitors.

WW says the guardian is lying and she says tonight's events are proof she is being treated poorly.

So much for Wendy Williams being able to come and go as she pleases and spend time with her family ... because the facility where she is being housed has filed a police report claiming that her niece broke the law by taking her to dinner.

Sources with direct knowledge tell TMZ ... Wendy's niece, Alex Finnie, accompanied Wendy on Wednesday from the hospital where WW has been staying for a psychological evaluation back to the Coterie where Wendy has been living for the past 8 months.

After spending time with Wendy at the Coterie, Alex took her famous aunt to an Italian restaurant for dinner. According to sources connected to Wendy and her guardian, the Coterie called NYPD and filed a police report claiming Alex evaded staff by taking Wendy out of the building.

Here's the deal ... first of all, Wendy can NOT leave the 5th floor memory unit without an attendant pushing the elevator button. Secondly, we're told an attendant actually accompanied Wendy and Alex down to the lobby and opened the door of their Uber for them to get in.

It's a shocking turn of events, given a letter TMZ received last night from the lawyer representing Wendy's guardian. That letter said Wendy was free to come and go from the facility as she pleases and no restrictions were placed on family visits. Yet here we are.

At the time of this post, Wendy and Alex are finishing their meal and will return to the Coterie.