I worry about these late night returns as well. Very difficult when no one is around. A suggestion for a couple more things you could do just in case this ever happens again. As Picturegal said -- You have your phone. Take pictures. They will have a timestamp on them, which will also help.
To expand on the suggestion:
First photograph every inch of that car to prove it was not damaged when you returned it. (I've even done this in front of a returning agent. A bit aggressive, but still...) Also take a photo of the mileage. That way if anyone takes it you have proof.
Second, photograph from a ways back exactly where you left the car. If there's a number on the parking spot, make sure you get that in the photo. If someone moves the car, that will help you prove it wasn't you.
Third, If there's an agent still working, lock the car and take the keys with you. Insist that the agent take the keys. Record this if you have to. Take a photo of the agent, his/her badge, any clocks nearby. If they say they'll close it out and email you, ask their name, write it down along with what they said while they are watching. A lot of this is psychological. People are funny when you do things like write down what they said and their name. it creates another level of ownership on the solution.
While I know all of this is a giant PITA, it's less of a hassle than what you've been going through. People seem to be very distracted and disjointed these days. Service and travel is nothing like it was back in the old days, (she says, adjusting her shawl, while rocking back and forth in her chair...
)