I have brick exterior walls, what I wonder is if they can climb up that, then slide between the brick and the soffit. There is a L channel that the soffit sits on top though, but they probably fit in the gaps of the soffit lines. I'd almost have to go around and just caulk everything I can think of that is a possibility, and hope for the best. I'm sure they can chew caulk no problem but at least then I'll know.
All the weep holes in the brick have steel wool in them as well, so it can't be that. Probably worth rechecking them all though.