Congrats on your new machine, which I am sure will outlast both you and I.
I bought a 4060 in April, and keep it outdoors, on rual property, until I can get the oubuildings and house in place.
I too am concerned with damage and theft and here is what I found out:
Firstly, in Wisconsin, your homeowners Insurance policy will cover the tractor as personal property, regardless of where it is stored, even out of state.
(There are exceptions, such as , if there is a house on the property where it it stored, that you own, then that home owners policy covers the tractor.
Same with valdalizm .
What I do, is park it next to my neighbors out building, as he has video servailance and motion lights.
After my out bulding is in place, I have hidden "Game Cameras' and I will keep my fingers crossed.
Good luck on your new machine.
Johno Geo