As somebody who used to errect sheds, and now fits doors and security stuff, the question needs to be asked of a lot of people, why do you have a big bolt on the toilet or bathroom door, sometimes even a mortice lock, but your shed outside is secured together by just nails and so is the roof,a cheap padlock and hasp, no curtain over the windows or bars inside,and you leave quite a few thousands quids worth of easily sold ,transported and usually untraceable product chained up in a wooden shed.
So curtains over window, and inside of door if shed faces the street, secure the roof from inside with builders band, and dont forget round window frames and dooor frames, bars or grils on inside of windows,shed alarm, pir light outside,hinge bolts, decent hasp and staple or dead locks top and bottom,and possibly a hiden baby monitor so you can hear whats going on in shed, then there is covert or high mounted cctv.
All for less than a couple of hundred quid, and probably most steel bar or grills from a scrap yard.