In my view, the quieter the spot, the safer it is. However, there are those who wild in urban locations on the basis that no-one knows they are in the van. I guess that they stay out late & go straight to bed with minimum lights & good blinds - which is fine if you enjoy a little night life.
My preference is a lonely spot with minimum passing traffic, or somewhere out of sight away off the main road when on the move. That way you will hear anyone outside & be pre-warned - not that it's ever happpened to me yet.
Others like to be in the company of other wilders - they find that reassuring somehow, but I don't understand why. But I know it's true tho cos people have asked me "Are you stopping" & then been pleased when we've said yes, "Oh good, we will too then, we prefer it when other vans stop with us". Each to their own really.
I have no special or additional locks, but don't use the awning or leveling ramps when wilding & if there is any doubt at all I use the internal screen rather than the external one so I can just drive away if push comes to shove. I don't leave windows open, but I do open the roof vents if it is hot (ha ha not much risk of that in UK at the moment).
Many years ago (early 80's) we were moved on from a quarry/ layby in the Peak dist NP by a couple of Policemen. I think an earlier passing motorist had reported us. They were very polite (we had 2 youngsters asleep at the time) even apologetic & escorted us to a small site not too far away. I often wonder if the site owner was a relative. The van was a Transit Landliner & fully self-contained, altho we did not collect dishes water at that time, we just slung it in the nettles to disperse it.