Hm! Not sure if doors are locked here in Australia. When I was teaching, the front door was wide open...always! People did come and go.
But then we haven't had the swag of mass shootings that America has had.
I think I would have followed this up. It may be the case that Joe has not even thought that something so heinous could happen at his school.
At the same time, this is all part of staff training. The two women you spoke to, said it was probably Joe, but for them it was no biggie. Except, watch the cards fall, if and when something terrible happens.
I lost a little DS boy that way...not my student, by the way. I had him standing by my side, a parent asked me a question and when I turned around to take his hand, he'd gone.
I found him on the main road. Had anything happened to him, I have no idea what I would have done. It took me a while to get over that one.