I know how you feel, if my Dh is gone overnight, I don't sleep and hear every noise in the nweiborhood. At least you have an alarm. Since we moved in this house we have not hooked the alarm up. I always felt safer with the alarm. We used to have a German Shepherd and one time I brought him in the house but in the middle of the night he wanted to go out, didn't try that again.
You really should call the police, if someone is still in the neighborhood, it will scare him off.