I agree with the others who say a “bugging device” may take a professional and money and/or luck to detect. By breaking in and taking a few minor items, the “other side” may have been messing with your mind to try to spook you a bit, and it looks like it worked, if they were.
You can also think about messing with their minds, too (Disclaimer: As always, consult your lawyer and tax professional before proceeding with thinking about anything). For example, if you think someone has placed a listening device, think how it would be to invite a good friend over and sit and talk about how it’s going with the sting operation you are confidentially helping the FBI with, or about that classified project you are working with on behalf of national security. The sky’s the limit. If you know a friend in the 'force, you can tweak their brains and get creative. Good luck. PS I don’t know you. And I’m not suggesting you DO this, just asking you to think about how it would be if you did.
Privacy is a thing of the past. There’s a saying, “I lost my password and I’m so frustrated, I’m going to have to break down and ask the Chinese/US (your choice) government what it is.”