Hey Jon,
It sounds like your problem might be not having a good continual food source for them.
If you plant some other food sources for them or allow some natural sources to grow, it could help keep them at your property. If you get them from somewhere else and put them on your property, but don't have a good year round food source for them, they probably will not stay long that way either.
I didn't have a lot of mason bees at my property either when I first moved in. There was just a lot of grass growing. Now I have a very diverse plant habitat of natural plants, wildflowers, and fruit and garden plants that bloom at different times during the year, and I constantly see them on whatever is blooming in my yard.
Doing this, you might convince them all to forget about your neighbor's yard and come on over to the feast at your house!
