Please don't kill the messenger but since you didn't actually witness them trespassing you can't be 100% sure they have done a thing, although it certainly does sound a bit 'coincidental.' You know them much better than the rest of us, their usual behavior, attitude, etc.....but what do
you think would happen if you would (maybe with your dh), face them and ask, with sincerity, " Hi, I know we haven't officially met but ...blah, blah..and then tell them you have had some problems with trespassers, have called the police, but got to thinking maybe since they got home right about the time the last incident occured they may have seen someone..or have they had any weird things take place at their house...etc?" Wonder how they would react face-to-face, when you try to include them rather than alienate them? You could off-handedly mention you don't want your dogs to go after anyone, or you to accidentally shoot someone who is innocent because they are cutting through your property....whatever...to let them know you are aware, alert, armed, have notified the police,etc...
I guess I'm just saying is maybe there's a way to meet them, let them know you are on guard, but in a way that would allow them to maybe see you and your chickens aren't so bad (egg welcome gift pushing it?) ..cameras, electric wire, signs,etc. are all great ideas...but once you head that direction there's no turning back...at least you could try the up front approach at no cost...then go for the ones that cost $$ next

Good luck with whatever you decide!
Oh yeah, I'd still get a lock asap--doesn't matter how your girls got out, that's got to be stopped....