They definitely are not the sharpest tools in the shed, are they? I agree with everyone else. They sounds like they are setting you up for a robbery or something and trying to put out a fake alibi in advance. Without a doubt, call the police ASAP. Report everything they said to you and ask the police to do random drive by checks. As others have said, put up more motion detector lights and a fake or real security system. You can also buy security signs and decals for your windows online. Just having the signs is a big deterrent.