Oh no, Wally! I understand your fear in the moment, but I'd probably have chased them and hopefully rammed my car into the van. I don't have any clue what they plan for Wally but there are fates worse than death. Maybe as another commenter suggested, you can try investigating the mall he worked at, see if there are any clues

Nice idea, perhaps at the mall Wally had worked at, we already know that's a gathering spot for the santas.