Not trying to pee on your parade but if they want your trailer they will get it no problem.
I have seen where they stole a painting trailer by cutting off the front where the hitch is, this was done at lunch time at a popular paint supplier parking lot. Not sure how they got it out of there, maybe a tow truck or winched it onto a larger trailer but it was gone with tens of thousands of paint equipment and supplies.
Hitch locks can be cut off in seconds.
Wheel locks can be cut off in seconds or the wheel removed in seconds so the boot, jack or whatever it is called on the wheel is sitting there on the tire when the trailer is gone.
The wheel itself can be removed in seconds with portable impacts so the boot or jack is worthless, on a double axle trailer it will tow with one wheel on one side and two on the other, done that when had blowouts in the past.
Lock lugs are a good idea but just a deterrent as they can be broken off, twisted off, smashed off, etc.... They are not ever guaranteed to keep the wheel on the vehicle as there are theives always working on ways to get them off and it is usually a cheap tool that works for them, usually very low-tech.
Chains cut through in seconds, cables also.
All of these are just deterrents, nothing in guaranteed.
I am sure you have seen where they cut through a steering wheel to remove "The Club" in about 30 seconds and remove the club through the cut in the steering wheel, same is done on most other deterrents with the new tech of small portable torches, grinders, saws, etc....
Storage units are not that much safer, security cameras hardly ever work, they don't zoom in for license plates or faces and they hardly ever get caught. They cut through the locks or the whole door if they want something badly enough.
All you can do is try, a good hitch lock is a good deterrent, a wheel boot is another, a thick steel rod going through both tires and locked where it is hard to get a torch, grinder or bolt cutters at is a good idea but one of the best is a vehicle parked in front of it all the time when it is not working with an alarm so at least they will have to work fast at hot-wiring the vehicle unless it has a kill switch, battery removed, battery kill switch, etc....
Many of us have had rigs stolen and it really sucks, all you can do is try to prevent it from happening again.
Good luck.