When Steve goes out on to the balcony (where he finds Matt asleep) it is obvious that he has to unbolt the door from the inside. Therefore, someone - or something - must have bolted it behind Matt after he went on to the balcony. Yet none of the flatmates seems to notice this, and the incident is dismissed as just "Matt sleepwalking again".
When Matt returns to his flat after having been sprayed by the young lady on the street, he no doubt would have been carrying a strong odor of the aerosol weapon that the lady used. Particularly if it was pepper spray or OC. The odor would have been very noticeable in his bedroom and quite probably in the rest of the flat. I would also believe, too, having used OC many times myself, that Jemma would have been subject to minor irritation from the residue on Matt while she was retrieving her charging cord. It's reasonable to assume Jemma and Steve would have guessed that something very wrong had happened to Matt.