Check for fingerprints on the window or the interior of the room, should be useful to track this conman.

Check that room again for any other stuff that is related to him.

You said that Raymond came to Alice's office to get the house key right? Isn't there supposed to be a CCTV at her work place? Then you can use it to identify him.

Just like other people said, he might had someone with him, 2 or more maybe. He couldn't plan all this alone, maybe you should ask the owner if he's ever with someone.

The last message that you got is what caught my attention, ("KEY AT TV, HOUSE NOT US, SORRY" ). Why he said sorry? Is he desperate, first time doing this or got forced to do this?

Maybe you should check the nearest CCTV-equipped building near that place to see if got his face or not.

Anyway, I felt sorry for your loss. Its a good thing he did not threaten to kill you or anything.