So got extra locks put on our patio doors and have the lower part of the house alarmed when everyone is in bed.
I have my alarm set every night when I'm in bed - full lower floor and garage.
Hell, I often alarm the garage individually when I'm in the house watching a film with the noise cranked up!
Monitored alarms, bell/siren boxes, cameras etc are great at making the scum move on to an easier target.
But, if the scum are prepared to break into your house, find your bedroom and threaten you, to get your car keys...they know they can get in, get the keys/car and get out before Plod rocks up

All you can do is make it as hard for them as possible.