[logn]

If being bugged presents risk to your life or career (i.e., you're no average Joe) then you should just buy a new machine. If they bugged your hardware, bios, or other equipment, you might never know and it might not be removed after reformatting.

Also it could be that with a super custom and nice gaming machine, thieves didn't want it as it's too easy for you to recognize on the black market. And additionally, they might have worried you had a GPS or software which will phone home after it's been stolen.

And take a peak at the system logs too and your wi-fi logs.

Btw, a system lock won't keep any determined criminals out of your machine if they have physical access to it. Although, an encrypted drive and system locks would help, but maybe not in the case of a hardware bug.