Glad that you're ok RB and that they didn't take anything, thieving gits!! There always seem to be a surge in this sort of thing once the clocks go back and the darker evening/nights are here, so it is worth just checking everything, to make sure things are as safe as possible.
A few years ago, 3 blokes tried breaking into my shed - but like yours it was alarmed and locked up to the hilt! When I yelled at them from an upstairs window to
off, one of them just turned round and said 'oh shut up, we know you live on your own'!!!! so they had obviously been doing their homework.
Sooooo only one thing left to do....... phoned a neighbour, and suggested he let his (very big and moody) dogs out for a midnight play! Ha!
It was quite funny, seeing them scramble for the fence.... and they never came back!