I'd also make sure you have a locksmith lined up to change the locks. 

You should re-key the place and re-code the garage openers (charge them for it, since they didn't return them - I have a clause on keys/openers/re-keying in my lease).On a side note, the date/time of their text (saying they're moving out) may be allowed as their 30-day notice and the judge may go off that date/time to speed up the eviction.

I know to re-key when tenants turn over, but haven't seen anything mentioned about when you by a rental.

I've re-keyed dozens if not hundreds of locks between my time in apartment maintenance and property management.

Regarding the back door you may need to get a lock smith in there to switch out the lock, which should not be very expensive. 

My guess is the agent made this opportunity for us at the auction, we then made the mistake to relist to save the hassle of rekeying and updating the information about the property.      

Vendor sponsors are only people he's done business with (insurance, locksmith, appraiser) and they're all very well-regarded by other investors who have used them.The investors who are unhappy sound like they have a right to be, but I don't know the other side of the story.

I sent a locksmith to replace a lockbox on the property because the code I was given to the box doesn't work.

Is it worth re-keying the houses now...or just wait and do that when current tenants move out?  

Get a good locksmith or re-key company to help you out with the new locks.