Walk past the car and photograph the driver. They really love that.
FBI agents follow the trial lawyers credo "never ask a question you don't already know the answer to". They dont ask for a meeting until they know enough to dominate the conversation. Thats why they watch nearly everyone they ever deal with.
Actual footage of a low-level FBI agent engaged in semi-covert activities. Note the suit, haircut and body language (Ex-soldier, doesn't know a thing about the tech he is standing amongst). He stands in the middle of the action because he thinks that makes him part of the process, but all he can really do to help is close the cage door. This is a very junior agent out doing unimportant grunt work. He doesn't even have a partner with him.
First, they went to my mother's old employer that she had left 8 years prior. The message got passed to me and I called them.
They mispronounced words, tried to intimidate me and at one point said, "We aren't the Federal Bureau of Information" when I pointed out holes in their questions.
I'm sure if I was a high priority this would had been different.
When I was 18 I got a visit from the FBI that was related to some trouble I had gotten into when I was 15. They asked me a question about something I definitely never did and then later in the conversation circled back to my denial and told me they had proof that I did it. It was a really scary and bizarre moment. It was at that moment that I realized they were asking questions not to get the answers but to see what I said. I asked them to leave (they had showed up to my house) and to come back the next day when I could have a lawyer present. They did.
I assume you're being sarcastic, but they might actually "love that" if their objective at that point of the investigation is to alarm you and see what you do. It's an acknowledgment that they have indeed alarmed you.
A lone FBI agent wont be happy, but he wont break cover be reacting. He will just drive away.
I'd say that unless you're a TV spy complete with a complicated plan, sidekicks and knowledge of how the script ends, the right answer here is "skip the high school psych-outs and talk to a lawyer yesterday".
The point of it is, I suppose, to react in a strange way, and let them know that you know. Most people would do one of the things you listed in Step 3 - not take pictures of the person taking pictures of them.
Not that this will help, or anything.