WRZ, I'd explain to them the arrangement that you have worked out with your closer neighbors, and that you're more than happy to accomodate them as well, but, in the same sentence, remind them they are 2 doors down (that has to be at least 100 ft., how much smoke can they really be talking about) and that it's their choice to leave the door open. Ask them why they keep their door open and then ask them if they wouldn't mind shutting it if they see you smoking, explain your typical smoking period is about an hour. I seriously doubt that they can smell cigar smoke when they get back home if they keep their door open when they are not at home (I honestly doubt they really even smell any cigar smoke, it's probably that they see you smoking, it bothers them for whatever reason, and then they smell smoke).
If all else fails, buy a charcoal grill (or a gas one you never clean) and start grilling. See if they complain about the grill, I have a feeling they won't because they aren't bothered by you grilling, or the smoke from the grill, but only smoke from a cigar because they are just bothered by cigars. Keep in mind that they might have a legitimate reason for being bothered by cigar smoking in general, like, one of them might be a former smoker who gets cravings seeing you smoking, or they might have had a relative die from lung cancer or something of the sort. It's a sensitive issue for them for some reason, so you should treat it sensitively, while at the same time not letting their paranoia, assholery, or whatever it is, force you to stop enjoying your cigars.
Also, do they have a grill, you could tell them you'd like them to stop grilling because the smoke irritates you if they think they are all right and you are all wrong.