Agree that is a possibility .. the story could be bogus ...
but it is such a giggle to hypothesize about this
On the question about locking up stuff .... dunno I went through the Seville Alcazar when Game of Thrones was filming there, UNESCO world heritage site much more valuable than JCMH bibelots
There were chaperones for the crew, lots of locked marked areas - off limits to crew, guards for the building and filming was during the tourist off season ... A pain but possible ...
One point - H and M never have an empty house, they have PAs, nanny, cook, maid, PR staff, stylists, makeup artist , security , their own film crews Etc
Damage and theft are always an issue when you have staff/servants. Diana’s watch is in a safe when not in use, insurance covers the Ming vases
Just a different ethos, if you have staff in an expensive house , you deal with theft/damage rather than try to make it never happen like the rest of us