Everything about Damon changed after they found their way out of the house. He became cold and distant to Nessa like he was avoiding her, which made her wonder if she had done anything wrong.
But no matter how much Nessa thought about it, she couldn't think of how she had intentionally pissed him off. God, did this guy have bipolar disorder or what? Even worse, multiple personalities, which wouldn't surprise her - if he could experience unnatural pain on a full moon, multiple personalities shouldn't be far behind.
They found their phones and Damon's wallet in the mailbox since he did a thorough search of the house - although they couldn't get through the locked doors. Nessa had an inkling Damon knew who was responsible for this else why would he be so obsessed with searching the place.