I guess your courtyard is pretty well escape proof. I have a courtyard too. Unfortunately, it would take a lot of work to make it escape proof due to window ledges which give easy access to the top of the brick walls. So I've installed a large pentagonal cage with shelves I bought online, and I was lucky to find a local tradesman who rigged up a tunnel with a cat flap from the window of my second bedroom into the cage.
The cats enjoy this cage, but unfortunately I can't let them out for most of the summer because the courtyard gets fleas!!
I have no idea where they come from. But in winter they have unlimited access except when it's wet and it gives them a bit of a taste of the outdoors.
One of my cats is a bit highly strung and doesn't really like the other five cats, and she ADORES being outdoors. So I've bought her a harness and have put long leads both in the courtyard and in my front garden, and she happily spends most of the day outside in the fresh air, usually from about 3am!! (don't ask) until around 8pm. Since she's been having this outdoor time she's slowly calming down and just starting to accept the approaches of some of the others.
It seems like you've given your cats all they could ask for, but I'm sure if you get online and start searching, you'll find loads of stuff to spoil them with.
The only thing that crosses my mind to ask you is if they still use the litter indoors, or can they now use the garden? If they are still going indoors, I'd suggest you set up a big old plastic plant pot with a bit of litter at the bottom to absorb the urine and a bag of potting mix tossed in, placed under cover of course. My lot used to LOVE having real dirt to scratch around in, and the savings on litter was quite substantial. If I fished out the solid waste daily, the potting mix would last them a week.