I saw a comment in social media from a person who claimed JRR had attempted to use them as an alibi that evening but they refused him. That, IMO, seems to confirm that JRR had seemingly left TG's house (with false claim to be heading to a friend's house) when the group existed to go to Wal-Mart, but instead he remained hidden until the group drove away. At which time, JRR might have reentered the dwelling (knocked or simply walked in via an unlocked patio door) and got the kids to play "hide and seek" outside.
LE made point the sibling told them of JRR because they were on scene an interacting with JRR at the time of the disappearance .. the parents were not home. That is all LE knew at the time. And all we know is that LE stated the sibling told them of their interactions with JRR that evening, and that early in the investigation LE will focus on the immediate circumstances extant at the time or immediately leading up to the time of the disappearance.
States enforce specific criteria for issuing an Amber Alert .. I suspect the circumstances at the time did not meet those requirements.
An ever-changing stories situation is not unusual from someone in extended shock (i.e., PTS) exasperated by a late-night, tiredness, etc. Moving forward, the brain does not present memories of exactly what occurred .. it is rare that someone retains exact fact and presents it without error. Add on top of that the very real possibility you will lose another child (to CPS). IMO, the changing stories are explainable by that which I described and also by sloppy reporting in print media.