I think the surviving two were probably long asleep during that. Idk where the idea that they locked their doors originates but if they did it was probably from the other 4 returning home from their respective nights outMy assumption is that the "loud party" that caused the 2 survivors to lock doors was actually the murders occurring.
Madison and Kaylee were probably just eating and hanging out drunk and chatting about their night out before falling asleep.
The ex was someone they both knew really well. Sometimes with long relationships even after they’re over you stay close (especially in small towns where you can’t avoid each other)