There are currently a couple of options for making your shed more secure, or at least warning off anyone who tries to break into it. Both can be purchased from Amazon or other online retailers.
Alarm Padlocks, for example….
TRIXES 110db Alarmed Heavy Duty Weatherproof Padlock.
Use this padlock on sheds, garages, gates, bike locks etc, the weatherproof casing means you don’t have worry about it rusting outside. It is made of heavy duty steel with a tough exterior coating. The alarm uses 6 x LR44 batteries (included) and is very loud at 110db, as loud as an electric saw or being at a rock concert.
Alarm Lights, for example….
Zeerkeer Solar Warning Light, IP65. Suitable for outdoor use, IP65 waterproof, energy-saving LED where security alerts are required. The detection distance is 5-8 meters, the detection angle is 110°, 110dB alarm and 1000m visible flash. Solar energy, safe and eco-friendly, 365 days continuous power.