I've set two automations: 1) When airplane mode is activated, lock the screen. 2) When airplane mode is activated, turn it back off. That'll give me the most opportunity to either track it and/or lock it down remotely.

I can remember to disable the shortcut whenever I fly and need to enable it.

If they pop my SIM (my provider doesn't use eSIMs...) then there's a PIN on it to prevent use in another device.