Well, we haven't had any more issues yet, but it wasn't like they were getting out every night. Another reason to believe it wasn't the horses letting themselves out. We are looking into trail cameras to set up. As of now we have all the stalls bungee corded shut, and also tied shut, along with the normal lock on the stall. If the horses are letting themselves out and get past this, we have some pretty **** smart horses on our hands.
Have you any kick flaps on the stable doors? It wasn't something I came across while living in Canada but it is very very common here. Incase you don't know, a kick flap is a "latch" at the bottom of the door, normally made of metal. It swivels around and there is a catcher on the door frame. It is far too low for a horse to reach as it is just above the ground, and is great for added security. They are very cheap and all it takes is a screwdriver to put up.