Agent showing up unannounced

I am selling a house in Cobb County Georgia. The house currently has a tenant living in it. I am using an agent. The house has been on the market about 2.5 weeks. There is a note on the sale to give at least 8 hours notice before showing up. The process is the agent calls me, I contact the tenant and let them know.

Today, someone walked in the house and started looking around with no notice. They had used the lockbox to get the key. They walked into my tenants bedroom while they were in their underwear. They quickly put on clothes and the agent left.

We have gone through the history of the lock box and have the agents name, phone number and agency.

I'm not sure what the next step is but I don't feel like this is acceptable behavior. Is this supposed to happen? Do I need to call the police? Is there an agency I should call?