Security is only a matter of time and a determined tea leaf will get in. your options are as I see it may be
buy or hire a site security container with internal secure storage some thing like a van vault to keep the more expensive items in.
Build a secure garage with an internal constructed vault (mass concrete with plenty of rebar and a secure door double locked)
hire a lock up in one of them storage sites.
Build a standard shed with a container inside and plenty of cameras about as well as some hidden ones.
A very good friend of mine built a workshop with 225 reinforced concrete walls 2.5m high (he is a concrete / shuttering contractor) cladding to eves and roof. Inside he built a vault with 225mm wall and roof. the door was from a oil sub station with additional reinforcing and lockbox to prevent access to the lock. Anyway James locked up one Friday morning checked everything was locked up laser tooling gas axe etc, left with the wife to go to a wedding. At 1300 a neighbour was out walking passed his house and yard and saw a VW transporter parked in the yard, knowing James was away she queried the person only to be told he was a sub contractor collecting equipment. Two men had gone to the back of the building removed a sheet of cladding gained access then opened the main door, they backed in the van and proceeded to work. They weren't seen leaving but the peelers reckon they were there for a least two hours, brought their own gas axe and cut the door off to gain access. Cleaned him out consaws concrete chainsaw snap on tool kit the works, nothing ever was recovered. Insurance paid out after 6 months but declined to renew the protection for the workshop.
Was told by the peelers that cameras were a waste of time as was an alarm.
So at what point do you call it quits and say the replacement of equipment is cheaper than the cost of security..................................