But didn't Mr. Coffey know the Baker's had a daughter? Hadn't AB been working for him since before they moved? And Zahra's existence was very public knowledge when they were living in their previous residence?
If the note was found in a vehicle belonging to the Bakers, at the Baker's residence, and police took it seriously enough to do a welfare check on on Mr. C's daughter, wouldn't Mr. C (if no one else) have mentioned the Baker's daughter, and caused to police to think maybe the kidnapper could have had the wrong address and taken the wrong girl? And thus checked on Zahra at that point?
I would pretty much understand if police, in that scenario, would have trusted the parents to go check and make sure their daughter was safe in her room, and taken their word for it. BUT we know that didn't happen, since both parents are telling police they last laid eyes on Zahra at 2:30AM, a few hours prior to the fire/note-finding.