If the management are incompetent and unable to help in a useful way, try this :
Buy a packet of mid-priced Chinese cigarettes (20-30 RM

and take it, with your digital camera down to the guards who are annoying you. Offer the cigarettes, smoke one yourself if you're a smoker - then offer the pack to the one who appears to be the "leader" of the group. Insist that he takes them.
Then ask if you can take their picture, as a group, then individual pictures, perhaps even a picture of you with a few of them in a "friendly" pose. Show them the pictures !
Remember to act "
real friendly", smile a lot, pretend to drop a lit cigarette on your clothes, laugh a lot if necessary, behave like a bit of a clown. Break the ice.
You'll then have evidence of who they are. The police would be very reluctant to get involved in this sort of harrassment, as no 'real' crime has been committed, however, if you have any future problems, you can show the pictures to the cops and/or compound management.
These guards would probably be too stupid to realise what you are doing !
Presto, problem solved. They should realise it takes about an hour to hire new guards, and ask a Chinese friend to let them know that.