Moving your car to below your balcony is a good start. I don't know about the legality of pointing a firearm at someone in a parking lot, your life not being threatened and not in your home, even if you catch them breaking into your car.
Remove your registration and anything with your name and address on it, and disconnect the battery cable so if they do try to steal your car it won't start.
Set up a video camera pointed at your car to record anyone tampering with it. Then you will have something to take to the police.

Wishing you well,

SSB.