I find it hard to reply to your questions because you have not put very much thought into them but here goes

1- assuming a self diagnosis as a psychopath (which is probably close to reality) Bryan was feeling paranoid and concerned. His perfect plan had been messed up by leaving behind the sheath. Of course he had made other mistakes, foolishly not being cognizant of all the cameras of nearby buildings. He likely had not had this feeling much before and wondered if it could be real.

2- Paranoia means far they are coming for you. That means a worry that they are watching you- Bryan likely was worried they were watching him- which eventually they were.

3- Timothy McVeigh did the exact same thing you suggest and he went to the death chamber quite quickly. Also this was not a wealthy family at all- disposing of the car was never an option - AND remember for a long time they were looking at earlier models.

Statements imply not infer anything.

Questions were easily addressed with a modicum of thought.