I agree about the neighbors and fearing making reports. Have experienced that myself in my own neighborhood, after a muslim person moved nearby and ongoing males of "Middle Eastern" type continued to come and go, many living there then not, then others living there, then not...it was concern enough to me to relocate to elsewhere although what can anyone actually report? Fears? Concerns? I never saw that type of behavior before 9/11, is all I can say.
Yes, report your concerns and report the activity. All agencies (Homeland Sec., FBI) allow you to report anonymously if that helps. Since the muslim neighbors activity was suspicious enough to cause you to relocated I hope you reported it once you moved. The authorities can't be expected to stop every bad guy by stumbling onto them via dumb luck.