Wow, that is really interesting and quite upsetting. I'm not sure what the early warning lojack system consists of but when I had mine they were able to track where the car was, how fast it was going, where it had been, etc. You might want to see if they could track that for your F, if not, then there is probably no other way to know if they actually didn't take it off the lot. Keep us updated, have you talked to any of the managers at the dealership? I'd work my way up the ladder if I had found out my car was being moved around while supposedly at the dealership at 230 in the morning.