Thank you so much for the replies everyone, some very good advice here. We do have motion sensor lights but not alarms, we will get that set up today.
We actually ended up tracking down the 20 something year old. I was there for the conversation, and it was odd to say the least. He is living with his sister temporarily, doesn't have a job, and he kept saying that he was' trustworthy' because his sister leaves him alone with her kids 'all the time'. He also said, direct quote that "all those little black kids are lying about me". It was really weird, because we didn't bring up the kids really, we told him to stay away from our house and our birds, it was like he was having a different conversation then we were. I am definitely worried about the kids he is hanging around with but I don't know what to do. We talked to all of their parents and no one seems to care.
I did check the sex offender registry, but I only know his first name, so I went through all the Tims. Couldn't find him, in this area, but I doubt he lists his sister as his address.
We will file a police report today. We actually had to call them a month ago about one of these kids shooting a BB gun at our neighbors car. It seemed like we were bothering them when they came out, which is why we hesitated to call for the birds, but you all are right we should.
Edit: Just read the post above me, very good idea, I will look into the laws and hopefully find something applicable