Some thoughts:

--That is a dike that acts also as a dam. Ownership is most likely with First Light. Actually the ownership of Candlewood Lake and its properties is with a Canadian pension fund sold to them by First Light and the new owners hired First Light to manage the properties. So if First Light officials with proper credentials asked you to leave you should leave. But these guys on the road are likely not with First Light and if First Light wanted no one to fish from the dike it would be posted with heavy signage.
--The police did not get involved because there is no signage there and there is a history of it being allowed for public access and no one with the correct identification presented themselves to the police other than through a phone call. There is a legal doctrine called Prescriptive Easement. This dike meets the definitions of Prescriptive Easement. Further, there is nothing to prove the guys who reported it were from First Light and the police officer probably had no historical knowledge of access and ownership.
--If the police were responding due to a possible bomb and then could determine you were only obviously just fishermen, then the police could arrest the First Light people for false reporting. Kind of like yelling fire in a crowded movie theater.
--Most likely the guys on the road were not First Light employees. You could call First Light, ask for their security dept. and report the incident including the bomb comments and the police investigation and that this is harassment of a legal fishermen which is against state law. You could then find out the real story from First Light about access. If access is allowed, or First Light intends to look the other way and take a position of benign neglect on the issue, then if you are harassed again by anyone it is your turn to call Encon or the Danbury police and report the issue and file a complaint against them under the "hunter harassment" laws that also apply to legal fishermen.
--Most likely these guys belong to the private beach and live over there and don't like people from the outside coming there, fishing, maybe making noise, etc. so they harass them to leave. Assuming First Light has no problem with fishing from the dike, fishermen are protected in multiple ways to continue doing so including the Constitution's First Amendment dealing with the right to assemble as litigated in Leydon v. Town of Greenwich.
This would be a "starter kit" for taking a counter action against these guys.