i will give the rooms labels A, B and C again.
the cousins left there windows open and the culprit killed each cousin blah blah blah.the cousin then stayed in room A for the rest of the night. in the morning, when you wake up and try to unlock door A, you fail and rush to the next door. the culprit however, silently unlocks door A and rushes out the window to room B, did the same and went to C where he hid in the closet after locking the window. he then waited for you to finish checking the room before he snuck out the door and went into B before you got there. this was repeated for A as well before the culprit escaped the window.
the order in which you checked the rooms inside was A, B, C
the order in which you checked the rooms outside was C, B, A
also, did you by any chance lock or unlock any doors while inside the room?