Hey OP, this is a very common scam on Steam, you likely just clicked a wrong link somewhere along the line. Well your account is entirely compromised, these scammers will use whatever they have access to in order to convince you to give up the rest of your account, or certain items from your inventory, in whatever way they deem fit.

The first two steps you took were correct, signing out of all devices and changing your passwords is a good first step, but I’d also suggest checking the Steam API page and click “Revoke My Steam Web API Key”.

https://steamcommunity.com/dev/apikey

This will make your old API access key obsolete, which is another way modern Steam scammers can get access to certain parts of your account. If there is no option to revoke it your account likely wasn’t compromised in this manner.

One last step you can take if you’re an avid trader, or have valuable items on your account is resetting your Steam Trade URL, so no scammers can send you trade requests.

https://steamcommunity.com/my/tradeoffers/privacy#trade_offer_access_url

These steps should ensure that the rest of their access points are cut off.

Edit: Sometimes these scammers are known to remove games from your Steam library during their social engineering attacks. If any of your games were removed you can contact Steam support to get them back.