Since the tenant has mailed the keys and it appears he has vacated, obtaining a power of attorney (POA) may not be an issue. When you receive the keys, I would instruct your agent who went to do the prior inspection to go back and try to do the inspection. If he has not vacated, you may want to get a (POA) just to make the process easier. This is a scenario that you arguably need a (POA) if the tenant is being unreasonable in not allowing your agent to do the inspection without a POA. If the tenant has not vacated the premises after the 15 day notice to vacate, you may commence an eviction action.
As for the security deposit, it is in your tenant's best interest to provide you with a current mailing address since you only have the obligation to send the deposit or a claim upon the deposit to the last known address of the tenant. If you do not intend to impose a claim on the deposit, you have 15 days to provide the tenant with the deposit. If you do intend to impose a claim, you have 30 days to advise the tenant of your intent to impose a claim on the deposit.
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Send the letter certified to the last known address, even if it is the property address.
Send it within 15 days after you receive the keys.
That should be plenty of time to get the keys back to the property manager and have
them assess the damage.
Make sure that the property manager takes lots of pictures before cleaning up or repairing damages and make sure that the pm takes lots of pictures as "before" pix for the next tenant if you plan to rent again.