10ish on a weeknight? Don't any of his family work? I could understand a weekend, maybe. If his family are so large, surely they should all understand about babies and sleep routine (for you as well as for baby), which makes their rudeness even more strange.
But tbh, I would move. Sorry, easier said than done, I know. But "DH has a large, very close family who all live walking distance and spend lots of time together at each other’s houses" would have been a red flag to me, before I got married. As an introvert and someone who values my privacy and my time alone, I would have run for their hills. I've yet to come across a situation where these 'large, close families who live close and spend lots of time in each other's houses' that works well if a spouse coming into that family isn't used to it. I would find it suffocating and overwhelming. Having people turn up and just invite some other rellies, without even asking you, well that may be ok with these large families who basically live in each other's pockets but for me that seems very rude and I would not tolerate it at all. And of course, if the spouse stands up for their family and says something can you please call before coming over - or something like that, you (the spouse) would be the worst one out, and cause a fight in the family.
Nope, I would have run for the hills on finding out DP had such a large family so close that just.....turned up at everyone's house. I would have made sure we moved before we got married. You need to set the rules early on, it's probably too late now.
On the plus side though; they did bring food and drinks. You read about people turning up and expecting without asking, to be fed and catered for, so that they actually thought to bring food and drinks goes in their favour.