Ok, so roughly 24 hours later, the police arrive at Sloots. (I'm guessing they went there first). Is this when the security guards were fingered?
The three were taken in for questioning sometime after the initial police contact. It was during their detention for questioning that they told the security guard story, is what I understood. However, if I'm wrong surely someone will correct me.
The initial police contact came when Natalee's family went looking for Joran at this house. They called the police who sent someone along with them, but it was the family that took the lead. The dad told them Joran was not home, that he was at a Casino. So they drove to this Casino and Joran was not there. They called the dad and said he's not here. The dad said, of course not, he came home while you were on your way there.
So they rushed back, and spent over an hour I think trying to get answers about Natalee. The dad told Joran not to talk. I believe at some point the K. brothers were contacted and they came over and were there. I believe they too were counseled not to talk, by Joran's dad. (So Joran was at a Casino at 3 a.m. on a school night, according to his own father, who seemed cool with it.)
It was later on that the three were detained for questioning and told the security guard story, I believe. They later admitted that the story was made up and rehearsed in order to protect Joran from looking like he was guilty of something.
They remained silent while the guards were arrested, knowing the story was made up. A real winsome threesome - that!