How long have you had them? Did you raise them as a puppy or were they rescued as adults? What methods have you tried? Are they male and if so, are they neutered?
If I were you, I would invest in one or two crates (depending on whether you find out who is doing it). Crate them when you are not home or not there to supervise. This will not give them the chance to pee and poop all over the house and added bonus, you don't have to worry about keeping the bedroom door closed! In the mean time, I would go back to potty training 101. Take them out often (every ten minutes or so) and encourage them to pee/poop. Add a command as they do so and hold a party when they do what you want. Reward with enthusiastic praise (think, winning the lottery) each and every time. Eventually, you can phase the crate out over time. For example, leave them out for ten minutes. If there's an accident, back in/let out for shorter time or if there isn't, you can extend the time outside.
Taking them back and pointing to the crime scene does nothing. The association is gone. The dog does not know what you want. Instead, they are just confused about why they are getting yelled at and "look guilty" to appease you. If looking guilty makes you stop being mad or frustrated, they will do so because it works. It doesn't necessarily mean that they did it.
Shock twist, it might even be your 8 year old Lab.