You didn’t mention the cops. What do they have to say about it? Frankly, it sounds like some of your new neighbor’s kids. The part where you say your neighbor’s homes are three times the size of yours raises my eyebrows. Maybe some snobby neighbor doesn’t want any “little” houses in “his” gated community.
Absolutely check with the police. They have a device that will show exactly where the bullets came from.
If it came from next door you’re still going to have to deal with the parents who will be convinced that their kid is an angel. I’d be looking to move rather than live next door to an out of control teenager.
You said you have daughters? I’d find out more about the neighborhood male teens.