Answer:
My second is performed by my first. A thief by the marks of my whole might be caught. What am I?
I am free the first time and second time but the third time is going to cost you money.
The more you work, the more I'll eat.You keep me full, I'll keep you neat. What am I?
I give people a huge fright but at the end I'm sweet. I normally celebrate at night when there's less heat.
I don't live within a house, nor do I live without. Most will use me when they come in, and again when they go out. What am I?
The answer I give is yes, but what I mean is no. What was the question?