We had only been shoping a hour before we checked in for flight and literally out our stuff into hold luggage at check in so we defo knew what we had bought and it wasn’t just candles it was other stuff from Yankee just takes the cream of things when you know that they have gone but thankyou for all reply’s and just wanted everyone to be aware .

If the candle stuff was stolen then why would TSA put a note into your case?

As another poster said, something in the make up of these items may have set off alarms or the explosives dog. The TSA will then remove such items... end of.

The hat may have been in contact with the candles and would therefore get pulled too.

Unfortunately in these days of high security alert these thins can happen.

Above is an alternative view. If someone wanted to just steal the stuff, then why leave a note, and why not just take the whole case?
It seems unusual too that it was the stuff the OP had just bought.

Coming back last time I had bought a last minute Yankee Candle and it was in my hand luggage. At Sanford airport after my hand luggage came through I was pulled aside with the case and asked what was the large item in it - my Yankee candle for Christmas use! Fine we needed to check, thought it was but needed to hear what it was. I offered to open the case to show them and they said no its fine. So obviously they are on the look out for candles, but mine was not taken away from me.

It was also yankee car air freschners but they actually left me one when I got three just found it strange but next time will try them in my hand luggage as people have advised .

I had a Yankee Candle swabbed and tested at Boston airport last year, but it was returned to me after testing. It was in my hand luggage.

Is it not glass that ‘triggers’ their alarms. It shows as black on their xrays so has to be checked.

I git stopped carrying Yankee candies , and off they went to test them they told us they’ve had cases of them being melted down and concealing stuff in them .

Didn't know that, so would that mean all those people putting perfume and aftershave in hold luggage will get pulled and checked