As others have said, use a faraday pouch. Mine goes everywhere with me. As soon as I'm out of my car and it's locked, my display key goes in the pouch.
Car also has a tracker fitted.
At night the key is in the pouch and in a metal tin next to my bed. I sleep with window open (car on drive) below. House is alarmed, CCTV and internal door locks on downstairs doors. Patlock on conservatory doors.
I do what I can, hoping that potential thieves would consider Alarm and CCTV would mean they move on to someone else's property which may be an easier target.
I have caught (on CCTV) people trying car doors on our street, in the hope that someone has left their car unlocked, so I won't take any chances.
OP I'm glad you got your car back
I love the M2 it's a great car and why it's so desirable I suppose.
Remain vigilant and be cool, after all we are all insured but let's not make it easy for these scumbags!