I had my car stolen right off the street by my house sometime in the night, when I lived in London, many years ago. I know that feeling when you go to where it was parked and there is nothing there. Never did get it back and lost a lot of things in the car, but when I bought my Porsche to replace it, I fitted a special pressure sensitive in-line device which I placed under the car floor mat.
I knew the exact point where it was placed, so all I needed to do was step down on it right at that spot on the floor, while I turned the key, and it created a contact which made my ignition active. If I tried to start the car without pressing on that spot, nothing happened, and it was as if the ignition or electrical system was shut off.
Same thing if anyone tried to short out the system to get the car to start, there was no power going to the ignition, so it was not possible to start. This helped for thieves who would try and start cars and drive them away. However, if they had a tow vehicle to take it away, that would not stop them. Never had another stolen car though, thankfully.
Of course, now that you mention car theft, I suppose it would be worth fitting one of those apple tracking devices on a car, just so you could find out where it went, if stolen. The other thing would be one of those alarms that have cameras all around in the car that also send a message and video to your phone if movement is detected through the sensors, while you are away, as its parked somewhere. That way you can call the cops as you run to it, if you were close.
Thinking about the cost when you have your car, you might think it a little expensive, but once you lose your car, you'd pay out ten times the cost just to have had it fitted. Sorry for your loss and I hope it does get found for you.