I'd suggest getting a small shed or outbuilding errected to store your garden furniture in. It is well worth the investment for the security of your property. Check out some more tips at this useful website: Home Security Systems Advice .
I'd agree with Home Security Help. An oudoor shack would be perfect to store your furniture.
You can get plastic coated cable as much as you need, have them install crimp fasteners to make loops on each end, then lock them with a padlock.
My suggestion is make a furniture storage to avoid them from being damaged and scratches. Also you can get it my calling for a moving company.
I agree on ayame. Making a furniture storage would be a good start to remove your problem.
A chain or cable might reduce the chance of theft, but it will not help the problem of vandalism. Covers would just be torn off, so locking them up in a storage building or room, may be your best solution.
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Other people asked questions on various topics, and are still waiting for answer. Would be great if you can take a sec and answer them