Livingaboard: Anchors and Rode

Okay, so I bought one of those foldable anchors, I believe it’s called a danforth anchor.  
http://www.canadiantire.ca/AST/browse/5/SportsRec/Marine/BoatAnchorsRopes/PRDOVR~0790246P/No-Snag+%2310+Anchor.jsp?locale=en

I also bought 21ft, or 6m of galvinized chain rated for 1900lb or 862kg.

even though the anchor it’s rated to 216kg it doesn’t set well even if I drag it across river’s beach sand,  so I have to manually set it, and put a very heavy rock on it to make it hold.  Admitedly I haven’t had a chance to test out anchoring the 110kg ferrocement dinghy on the water, since someone took it for a joyride and made it holy,  tied it upriver,  I manged to bail it out, and get it to a beach yesterday,  and I just finished repairs today.

Also I bought 12m or 40ft of rode,   though unfortunately, someone decided to snip of about 20ft of it yesterday night,  they also took the quick-link… so I’m considering going all chain,  and probably getting some kind of lock instead of a quick-link.  

here is a video I took today,  includes the anchor, the rode, chain, dinghy, amongst a few other related things. http://www.youtube.com/watch?v=VwyvpN-_Yuk

Does anyone have any suggestions as to what might be a good submersible lock or more permanent anchor-link which is harder/impossible for random passerby’s to steal?