Haar meager sets, their hulls, and relationship to compact sets

Let $G$ be an abelian Polish group. We show that there is a strongly Haar meager set in $G$ without any $F_{\sigma}$ Haar meager hull (and that this still remains true if we replace $F_{\sigma}$ by any other class of the Borel hierarchy). We also prove that there is a coanalytic naively strongly Haar meager set without any Haar meager hull. Further, we investigate the relationship of the collection of all compact sets to the collection of all Haar meager sets in non-locally compact Polish groups.