I personally don't think a light with an alarm is a good idea, nor do I think locking up a $2,500 bike outside where you could be concerned about theft is a good idea when the best deterrent is to buy a $300 bike, and lock it up with a $40 lock! Park your $2,500 bike safe at home and ride the $300 bike anyplace you go where you know you'll be locking it up. When I was in college, I had a Schwinn Traveller I took to the college and left my good bike at home.
You would be better served using a GPS tag tracker like Apple Air Tag or Samsung Smart Tag Tracker. Place the tag someplace unobvious.
There is also another device that has a GPS tracker with an alarm and it bolts under your water bottle cage, called the Boomerang Cyclotrac V2, with this unit you get a screaming alarm, and you can track it, but once they remove the cage they can toss the alarm device. For backup you could also add one of the tags, they'll find the bottle cage one and throw it someplace and they'll think that's it, they're clear, but they don't know about the tag.
Then get a very strong lock, something like the Kryptonite Kryptolok 995 Bike Chain Lock, this thing is 3 foot long, and since it's chain it's flexible, is as tough if not tougher than a D-Lock, but it is on the heavy side which is necessary to slow down angle grinders, and it's bulky, mine is carried in my backpack.
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