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Make sure to loop a lock through the frame and both wheels. I use an ABUS frame lock on my rear wheel (never has to be removed) and a kryptonite chain lock for the front wheels and frame.
If you want to get really secure, replace fasteners with tamper resistant versions.
Nothing is ever theft proof, but there’s lots of ways to make your bike very theft resistant.
I think this is more about signaling to Azerbaijan that Russia will support them military in a campaign against Armenia. Don’t get me wrong, Turkey loves denying the Armenian Genocide, but Azerbaijan and Armenia have been in hot wars as recent as last year and Azerbaijan has very close ties to Russia.