Let's start thinking portals.
The culprit is a Vampire (qualifies as human) and can turn into a Bat (not a human) at will.
Bob, Bert and Fred have their windows open, as it is a warm night.
The culprit first visited Bob, killed him with a knife, closed the window and started sucking blood. Too late he realized that he's allergic to this blood type and passes out.
He got woken by the knocking at the door and instinctively turned into a bat. When the detective broke the window, the bat escaped and wanted to find the next victim.
The bat then found Bert, who was just sneaking out of his window. So he turned again into a Human, used the knife he had hidden behind his ear to stab Bert, dragged him back inside the room, closed the window and wanted to start eating, when he heard the detective running close. Shocked by the sudden interuption, he turned again into a bat just in time to not get caught by the spying eyes. Yet again he escaped through the now broken window and made his way to find a new victim.
It must've been his lucky day, since there was one hiding just around the corner, spying into the wrong direction. Again the same as before, stabbing, dragging, closing, starting to suck and be scared to undeath by some unnatural screaming of a detective. That was too much for him, so he escaped never to be seen again.
Why didn't the cousins say anything when the detective was screaming around? - They thought Bob was trolling and wanted to be in with the fun and scare the detective.