we did have the same idea when we first got our wood, I bought two medium size barrels with lockable waterproof lids and started digging our heavy clay soil, at around 2ft deep I gave up as I still needed another 3ft and was knackered, so in the end we just hid the barrels in the undergrowth, as time went on we found no one stole from our woods, there were plenty of sheds on other plots that had never been broken into, so we took the gamble and fitted up a shed that you could blow on to open, and the caravan, which is like fort knox,
I still regularly forget about that hole and fall down it