If you live in a high theft area I would take the wheels off. All the locks mentioned can be easily cut off with a battery powered tool or bolt cutters. Turning the trailer around where the tongue faces the house is another. Thieves are opportunist and lazy looking for a easy target. Motion-sensing lights is another along with security cameras. The more difficult you make it the more likely they are to move on to a easier target. I take it you already have full coverage insurance?
Personally I would take it down to your seasonal and use it for side trips to different areas and explore. A bonus is you don't need a motel for the trip down and back. The drawback is having a place to store it at the seasonal.
