Having owned some fancy cars, the advice you usally hear from other owners is this - the best protection you can have is a good insurance policy. Putting any kind of lock out/pin/hidden switch system on it, hiding your keys in radio-proof bags etc, is the best recipe to get hurt. Exactly because if you drive such a fancy car, the people coming to steal it are not opportunistic thieves - they are coming to get your car, and they will hurt you to get it. That's why you don't install any extra fancy "trap" systems in the car and you hang your keys right next to the front door, in plain view. If they want to take the car, don't give them a reason to come in and threaten you or your family for the keys or a lock out pin because you thought you were clever with a fancy alarm system. A Lamborghini is replacable. Your life(or the life of your children) is not.
1) luxury cars that are stolen "on order" are usually placed on a trailer/container straight away and not driven around.
2) you assume you can still talk to the car after it's taken - sadly, GSM/GPS jammers are very cheap and common amongst car thieves.
3) even if you have L5 autonomy, I would be really surprised if you could override what the car is doing while it's being driven. Sounds like a recipe for disaster. I'm not sure anyone should even have the ability to do something as simple as shut it down remotely - there's far too much risk of abuse.
I still remember a video from a break in our country where the thieves where pounding the door with an axe for minutes to enter, then threatened the homeowner to open the safe they knew was in the house. His wife and kids where “safe” in the attic. If they know what they want they will get it one way or another.
There are quite a few security camera videos on youtube of people stealing cars parked in driveways by what appears to be a relay attack.
On those video it looked extremely "easy" to me
Car thief != pick pocket thief
On the other hand if you are a high value target and some person/organization/government has the incentive to target you in this way, you better have adequate protection.