i haven't got a grasp on a complete story for you
Elysium, but i'm
reasonably convinced that an aspect of this dream involves you having
played a 'jedi mind trick' on yourself. i believe that much of the dream
has seen you as being 'disassociated' from yourself.
you'd broken into "a very rich person's house"... i'm thinking that it was
your own home. the large paintings, worth millions are representing
some treasure of yours that i'm unclear on. it may relate to having some
iconic ideals of how you believe females ought to be displayed [?].
the "we were alerted" idea was odd... it's as if you were privy to
conversations involving the home owner [cuz i think you were!].
the whole running away portion of things doesn't appear to be
informative (excepting in that it turns out to have been ineffective?).
there's just no reason for those cops in a distant city to have spotted
or recognized you, especially with your face turned away (...unless
they'd been alerted to you
by you, somehow). i'm thinking
that these authority figures are working for you... under your orders
(the unseen 'non-disassociated' portion of you?)... to your benefit.
in the 'real world', police don't fire their weapons unless they intend
to kill -- which isn't the case here. these dream police have only
sought to prevent you from running away (targeting your feet).
i hadn't gained the impression that you were initially seeking to
rob that house. it may have been more like an information gathering
mission... where you'd observed things as if through some other
persons eyes. not running away from what you've discovered, and
instead bringing that fresh perspective to yourself (the home owner)
may be the point behind the experience.