what did they do wrong here?
Without knowing the full story it is hard to say. Bounty hunters have a lot of lattitude in these situations. It can be very dangerous, they can break into homes with weapons and if you defend yourself and they shoot you they are not liable criminally. This woman had no idea what she was talking about between vandalism, which is not apparent, breaking in the back door, when she let them in the front and serving them when she had no legal document to serve them with.
You still have to have probable cause and a warrant, you cannot be subjected to search of your private property because a police officers gut instinct says that a person is doing something illegal. I've had police come in my house without a warrant and confiscate my weapons without ever declaring I had any and I've talked with lawyers about it who have told me that it was an illegal search.
Private property is still private property unless you are caught in the commission of a crime or you end up answering your door and the police can see a huge illegal stash of drugs in your living room in plain site.
Owning weapons is not enough to warrant a search of your property if they are legally owned, the only time ATF or federal agents can search your home is in the event you are a Class III firearms owner (you basically give the police permission to search your home with that tax stamp) or you are a FFL dealer which ATF can go in your home and search it.