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Lilian didn't do it because if she had, both her first and second statements would be false, which is impossible. Therefore, Theo didn't do it either. This means that her third statement is a lie.
So, Theo's first and third statements are true, and his second statement is false, and Margaret didn't do it.
Margaret's first statement is true, and her second statement is also true, because David's third statement is false, and therefore his second statement is true.
Added after 45 seconds
Therefore, Margaret's third statement is a lie.
Added after 33 seconds
And since the second statement is true, Judy is guilty.
Added after 53 seconds
Consequently, her third statement is true, and her second statement is also true, and her first statement is false.
Всё не так плохо как Вы думаете. Всё намного хуже!