I think the intent, after killing Zahra, was simply to get the focus off of them. In order to do that one would have to claim or point toward an abductor. To think that an abductor risked coming into a home, while the parents were asleep, to take a child, not only Zahra's age but a child who had to hop out of the house (not wearing the prosthetic...) or be carried, so not to wake the parents, + take the prosthetic with them - For what purpose? Sexual? Not believable. Simply wouldn't fly as a sexual predator could have chosen 100 other easier targets. I think AB and EB realized this - after - and had to come up with a different/more plausable motive - Kidnapping for ransom/mistaken identity. Still, not much of an improvement but it had a little more chance of being believable than the former idea. JMO ~ at the moment.
If we assume that either one or both of the B's did intend to implement the phony kidnapping story (and it was not by fluke that the ransom note was discovered) I share your opinion, NMS, that the purpose was to place the focus elsewhere.
Further, their options were limited. As you pointed out, an intruder alibi wouldn't fly, nor could they claim Zahra was abducted on her way to or from school, since she didn't attend school. And who would believe she ran away on her own, considering her age, physical limitations, and lack of relatives and friends? Any of those excuses would have placed the B's under intense scrutiny, especially in light of the past accounts of abuse.
In answer to peg4x4's question: "What did they think would happen?", I'd say they thought, or hoped, that the investigation would be directed at the boss and his family, as the wording of the ransom note was meant to raise questions about them. "Controlling" businessman? Son involved with drugs? Gossip and speculation would ensue, while the B's garnered sympathy and quite possibly, financial gain.
I question whether the ransom note being found in the burning car was intentional or, as I said, it was a fluke and the forced the plan into action prematurely. Regardless, the note admittedly written by EB tells us that at some point at least one of them was of the mindset described above.