"Don't trust nobody without a name. Or that can kidnap people to other dimensions, I guess."

Maybe they really are all cursed and this is for the good of each of their homes, but Daryl thinks it'd go over better with them to be a little more transparent. Figuratively transparent— the Mayor doesn't appear to have a body, and that's like, whatever. Different strokes. But the kidnapping shit, the blood on the door shit, the mystery, it's all bullshit.

"Tore up my room, couldn't find shit."

Doesn't sound paranoid, it sounds reasonable. Daryl expected surveillance from the start, and has been consistently weirded out at not finding any.

"If folks can come together we should probably pitch in for a room somewhere on the other side of town. Some place to leave shit. Intel. Dunno."