If you must leave your belongings in your car, it is essential that everything you're not going to carry around with you as you sightsee be placed in the trunk before you arrive at your parking place. I don't know that theft from autos is terribly prevalent in Sicily, but it's known that thieves do watch parking lots near tourist sights, and they will see you if you open the trunk and place goodies inside it. I would carry all electronics with me. You might want to have a lightweight backpack for that purpose.
One tip I read earlier on this forum, which sounds like a good idea, is to buy--after you get to Europe--a heavy chain and padlock. Run the chain through the handles of your bags to make it harder to grab them and run. That wouldn't hurt and might help. But again, that should be done before you arrive at the parking place.