One of the detained women was forced to take off her bra and undress to her panties and was threatened with additional charges if she failed to obey police orders.
Kenosha police officers visited the address on Tuesday only to be greeted at the door by a different person who has been staying there since mid December.
Bannon was arrested in August of last year in Westbrook, Connecticut, but pleaded not guilty of federal fraud charges in connection with the US-Mexico border wall.