Remember the old saying "if you can't beat them, join them"? While you don't have to "join" the neighbor's family, probably the best way to diffuse the situation is to go next door with cookies or cake & get to know them. Answer questions and ASK the questions you have.
Someone else pointed out that neighbors can be the difference between life & death in lightly-populated areas. You don't have to become bosom buddies with these people, but knowing them genially could provide comfort rather than the anxiety you are experiencing now.
These questions from the teens are probably not from their parents; kids do say the strangest things & want to know "inappropriate" information. Befriend these folks & you may have a bevy of babysitters to call upon.
Consider that the neighbors have lived there for decades & have questions as to how long you will be there. They may not want to impose upon you, which is why they haven't come over to introduce themselves; yet their curiosity is causing them to watch you in a way that makes you uncomfortable. If you go introduce yourself, take away the mystery of who you are, then the "spying" will most likely stop.
Consider also that the watching of your children is coming from a place of concern: maybe they have experience of the dangers of the area.
The only way to truly resolve the situation is to talk directly with the parents. Despite appearances, they may be wonderful, interesting people. At least they may not be as creepy as they seem from a distance.
I wish you the best.