OP, I wonder if bars on the windows doesn't say to a thief "Something valuable in here". Maybe put them inside and make it to where they can be unlocked?
I have seen sheds before like yours where someone just took a big pocket knife and cut through the Masonite pressboard and made their own door. Usually in the side or back not visible to the house. If they did that, and saw insulation all they have to do is pull the insulation out and a few minutes with the same knife to cut through the sheetrock. Instead of sheetrock inside maybe use plywood? That would slow them down.
Also, here is my experience with motion detectors. They last for a couple of years and then the sun ruins the plastic over the sensing eye and they start getting wonky. If possible put them under an overhang that will protect them from direct sunlight. Or even better, do what I did and replace all the motion detectors with 365 day timers that compensate for daylight savings time and adjust the on and off times for the time of the year too. About $20 and they replace a wall light switch easily. If you use LED bulbs with them you save a lot of money in electricity too. I have a fixture with two LED flood lights that each put out the light that 120 watt incandescent bulbs would that costs me about $20 a year to run all night every night. The other fixtures around my place have smaller watt bulbs because I don't need that much light everywhere. Oh, and in over 5 years I have not replaced one bulb...