I don't know about in storage yards, but I've had rats/mice eat wires in all my vehicles at home (RV is parked beside house). No insect problems though!
We used to use bait around the outside of the house. Rats just took the bait into the engine compartment and stored it in a cozy corner for a tasty treat later. One time we came home after a couple months to a huge nest built right on top of the car battery (the car we left at home).
I'm not trying to scare you. My experience may not be representative of others in AZ or in storage yards. But you asked for actual experience by Arizonans, so there ya go.
The only thing that has worked for us has been light. We keep shop lights in or under the engine of all vehicles. Never had a problem since then. Don't imagine you have electricity at storage yard, so maybe the solar rope lights (mentioned in another post) will do the trick.