Um. I don't know if anyone thinks I'm making things up, but honestly, missing bed linens and towels are about the weirdest thing to steal. Regardless, I want to reiterate that I have no intention of lying to the police.
I definitely don't think you're making it up. When I lived in Wyoming, my ex and I had moved into a basement apartment. Unknown to us at the time, the previous tenant of the apartment was a mother with three boys, all pre-teen age. The just moved to the upstairs apartment because it was a 3 bedroom, but she still had the key to our apartment. For months we had things go missing, like Twinkies, potato chips, pop, and movies. We kept thinking we were going crazy because people don't steal items like that. I came home from work one day to find all 3 boys sitting in my living room, eating my food and playing my ex's Playstation
In any case, I second the idea of a motion sensor, or a webcam that functions similarly. And I sincerely hope you two can get out of there as quickly as possible. Best of luck.