You can go with a small safe under your seat that’s cabled securely to the seat’s steel supports, or have someone weld a lockbox to the frame.
Whatever you decide, you should also have a reliable alarm system that alerts you if your vehicle is tampered with. I have a Viper system.
“or have someone weld a lockbox to the frame.”
>>> CAUTION! WARNING! Potentially very bad results from above! <<<
Critical parts of car frames are not random pot metal or even ordinary mild steel. If you weld anything to them you risk destroying the original heat treatment of the steel, and you can weaken the frame. Don’t do this randomly, it requires a lot of thought and study.