I would have hired a private Eye and tracked them down gathered evidence then got a restraining order, but that is just me.
If they crossed my property line they would not be crossing it back... just sayin...
Seriously, if this guy is leaving physical messages how hard can it be to find out who is doing it? Especially if you have the resources to buy a million dollar house.
As far as defending themselves, I am pretty sure NJ is one of those “duty to die” hell holes. Maybe if the family runs through all the red tape and makes the right donations the state will allow them to protect themselves.