I’ve had bikes nicked in the past from a locked garage, but also had bikes failed to be nicked from a shed!
When they were nicked from a garage it was a double locked door they broke in through. The Police said they were semi pro and came tooled up.
The attempt at the shed was probably just opportunistic chavs.
IMO if you have no option but to use a shed (like I do) leave the outside looking as normal as possible. If you put mega locks on it, they are going to know some thing is valuable inside.
I just put big washers behind the hinges and big battons of wood behind them so that any leaveridge placed on the lock on the outside is transferred through the whole door.
I then have a shed alarm and a D lock concreted in to the floor U shape upwards. I then have 2 wire cable lock things that I wrap around the bikes.
To be honest the Police said if they really want a bike they will get it, and angle grinder will get through a frame in seconds and then they sell parts.
So just make life as difficult as possible and hope they get bored/need to shoot up before they get the bikes.