I would say yes watch "We Love You To Death" because it gives you some depth into the pacing, the characters, fan reactions, and the lore of the show that you often question because it may help you understand the structure of the show. To answer your concerns about Andrew remember the police were led to the Campell Farms which is owned by Andrew family and they found the van and what appears to be A's headquarters which shows footage of the dollhouse where the girls are being kept and him suddenly missing makes him suspicious in their eyes. Also they are in A's house so to speak so the girls are in unfamilar territory even if they took A down they would still be trapped so every second they have should be focused on escaping plus A would be smart enough to stop somehow either with knockout gas or some other methods that would stop any type of attack