For security against both fire and thieves I would recomend brick or concrete block construction, not timber.
I would certainly avoid windows.

I would install both grid and solar powered lighting.

Consider storing your supplies in crates topped with a large piece of plywood, this may be utilised as a workbench or table, and in emergency as a bed.

In case you need to hide/shelter/live in the shed, ensure that the door can be locked or bolted from the inside, some types use only a padlock on the outside.

If casting a concrete base for the shed, consider making this bigger than required so as to provide a water/mud/dust free hardstanding.
Consider casting into the concrete a couple of steel hoops or very large eye bolts.
Valuable but portable property such as generators, motorcycles, lawnmowers and the like can then be secured with a padlock and chain.
If under normal circumstances you store such articles in the shed, you may need to secure them outside in an emergency if the space inside is needed otherwise.

Consider a lockable cage of steel mesh against one outside wall of the structure.
A generator could be run thus and provided with ample ventilation, but secure against theft or tampering.

Consider building a bench seat against one outer wall, made of concrete blocks and topped with paving slabs or similar.
This could make an attractive feature whilst providing safe storage for gasoline or propane.