Two salesmen left a bag and ran away after being asked to show their ID cards

Q: On Friday Shawwal 1, 1407 A.H., two Indians knocked at the door of my house at 6:00 P.M. I asked them what they wanted, and they told me, "We are selling aloe wood." When I asked them, "Who is your sponsor?" and they told me it was Nasir Al-Hajry. I asked them to provide evidence of this, as we live in a village 20km away from the man they claimed to be their sponsor. They pretended to search their pockets for a while for the evidence I asked for, but it was soon clear that they did not have any such evidence. They then told me that their residence permits and passports were with a Saudi man to whom they owed some money. So I told them that in that case, I should take them in my car and we should either go to their sponsor or to the Saudi man they claimed had their passports and residency permits. When I was saying this they started to look afraid and said that they would leave their bag with me until they could go and bring their sponsor to me. When I repeated that I had to go with them (Part No. 15; Page No. 416) to their sponsor, they put their bag down and ran away. In the bag was a small amount of aloe wood, worth about 500 Riyals. I asked around to try to learn their identities, because they often came to this neighborhood and would knock on doors, especially those of the women and at sensitive times, such as the time for Salah (Prayer), e.g. That of the Maghrib (Sunset) and ‘Isha’ (Night) Prayers, and at 9:00 or 10:00 A.M. However, it turns out that they have entered the country illegally, as they sneaked in. In conclusion, my question is: What should I do with this bag and the aloe wood in it? Am I sinful for what I did with those people, as I am not an official and have no connection with the security services? I was motivated by fear of theft or attack on the house to do what I did; as such incidents do happen in this neighborhood. Please advise me and may Allah reward you with the best.