[Travis McGee]

“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.

[SheepWhisperer]

Agree!
Through bolt to trunk floor is the preferred option, however may require dropping the fuel tank to install. This is how it’s done on LEO vehicles.

[RandallFlagg]

>>> CAUTION! WARNING! Potentially very bad results from above! <<<
True about the steel type. I didn't think about that.
Glad I prefaced my statement with, "Have someone." That, "Someone," might tell you that it'd be a bad idea as far as frame composition and heat treatment.

Bolting might be the better option. I have a pistol safe bolted to the side of my computer desk. Using carriage bolts on the exterior:

With the flat part outside, there's no good and quick way to unbolt the safe without getting access to it's interior.