I missed that part where she actually left. From your description, she seemed really calm for someone that just had someone just come inside... I'd freak out and be ready to go on the attack if that happened to me.
Although Heather said someone was inside her home it was unclear if anyone actually did come inside her place.
As far as I remember when she returned she did not mention if the police had actually come inside or she let them in.
I'd say they just made a heck of a lot of noise to get her attention.
But while she was away from the mic to see what was going on, and after a couple minutes had passed, I could hear the door to her radio room open and then close as if a police officer did come in and look around and leave. But that part is pure speculation by me.
When it was all said and done, and her adrenaline subsided, there was a point at which I could sense that it dawned on Heather that all this drama, albeit wild and crazy, was ultimately a positive for her show and would add to the lore.