building a safe "closet"
Would it be beneficial to frame in a safe with firerock and dense insualtion and have a solid core door in front? I was wondering if that would help keep fire off it and temperatures down until it can be hosed.
I also like the idea of a single head sprinkler. I assume you would need heavy cast pipe teed from the main before the damper?
The more air you have around the safe, the better. It really doesn't take much to build a room that is resistant to fire. Local building code in these parts requires attached garages to be built in this fashion to keep a fire from entering the house.
It doesn't matter if you're talking about fire or burglary. It all comes down to time. The more time you can create, the more likely you are to protect the contents of the safe. You can get this time by purchasing a safe designed to provide it, or you can get it by adding additional layers of protection yourself.
You should check out How to Implement a High Security Shelter in the Home byJoel Skousen. I've recommended this book before. It's mostly about building a vault but there is a section on building a secure closet.