Oh thanks guys! I'm glad someone was here to read this! Mark is at work & I didn't want to worry him with this.
No, they aren't destructive when they are in the house alone at all. This has NEVER happened before that's why it scares me so much. I don't know if I can trust them now.
I was also wondering if Huney could have gone out first & Roxey just followed. Now that she's done it, will it make her want to do it again? I just don't know. She (they) haven't been acting odd at all.
And yes, we usually leave them out (I'm usually only gone between 2 & 3 hours at a time). Neither one of them liked being crated, they liked being out to play, then when I came home they would come in the house & sleep.
I don't have a problem leaving them in when I'm gone. I'm just afraid now, will they try & get out when I'm home also?
Poor Angus, he was just pacing the fence when I came home
Roxey keeps following me around now & staring at me. She knows I'm upset, because she usually don't do it this much.
Anyways, thanks. And if anyone has anymore suggestions or thoughts, please, please let me know!

Oh, & they do have id tags & license, good thing since the dog catcher was here!