I think that the fact that there is really no way to stop someone, using an axe, without killing them is the reason behind the alacrity with which your intruders departed.

My father sleeps with an old dress sword under the bed. The one time he had to use it - insert image of small, wiry, naked man charging down a darkened staircase brandishing a sword - it proved a very effective deterrent. My mother favours simply eyeballing them in her nightie and saying in a teacherish fashion 'And what do you think you're doing!?' - that time they actually apologised on their way out. I am not sure my eyeballing is quite up to snuff, so I keep my old épée behind the living-room door.

I hope you get the neighbours you wanted. :)