Hi there Tyr
Your walls may seem solid but your kitties know how to get through them, the jump animation often does it.
Making a nice thick invisi prim for the ground and for the walls is a solution but of course you may have to go searching in these as they'll get stuck inside.
Otherwise, they'll come back home setting anyhow to sleep, thats if they haven't been eaten by sl in which case a ticket will fix it.
Also, when you have quite a herd, a very good investment is the Hud (mainstore) with which you can either TP all home or select a specific missing cat to TP home.
And don't be afraid to ask ask and ask again in group chat when you need help.