Of course they investigated itbut everyone is thinking in terms of reality as they know it.
The idea of a monster coming through the walls to steal people wasn't really something their eyes would see. Not to mention even if you were looking for the monster, you wouldn't find it. It's not like the gates of hell are advertising the entrance.
It took the niece screaming for a "trade" over and over for the beast to stir.
If she was smart, she would have laid out a trap for it, and had the copper shoot it or something, but it all happened so fast, and she wasn't quite sure for herself what she was getting into.

Well because with the trade made at the end, the troll threw out the fetus, don't you think that would be something kinda important for them to find. That and Cassie's one missing shoe that was left at the opening of the tunnel. It's not like the detective didn't actually walk up to the tunnel opening, so he should have saw it, if not then they probably found it earlier, which would have prompted a further investigation of the tunnel to which would leave them to find the discarted fetus. That fetus is kinda of an important find!

Obviously they did. But why show them searching it when they were never going to find anything?
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Exactly why I came on here. To ask that question.