looks like you have everything covered....
If you put a freeze on all three credit reports, that should safeguard if anyone tries to open any line of credit you will know first.
You may also want to check your credit reports, all 3 of them, to make sure there is nothing suspicious or unknown on any of them, and then go file the police report. You can get a free copy for each agency via a link on the irs website.
I'd just check the reports first because if you do find anything you can add that into the police report from the getgo.
the risk are just someone using your name to do illegal things. But if you put a freeze on you reports and perhaps pay for a monitoring service for the next 6 months to a year, you should be ok.
Do you know why anyone would want your IRS transcripts? You don't have an ex-spuse you are fighting with over alimony or child support do you? Or any business issues that someone is trying to collect on a court judgment or something? It's just odd that someone would request a transcript of your tax info. A scammer would just need your social security to open accounts and get money, but potential full on identity theft maybe they want to know where you work, etc. to pretend to be you? Maybe make a false passport or something? Not sure what anyone would be doing with tax transcripts.