I used to have a starter disabler in a car back in the early 90's. Similar to this. Mounted under the dash no one would see it and without the disabler lock key the car won't start.
Similar to the top comment with killing the fuel pump, they make chips that you insert to be like a kill switch. Here’s one. Basically wire it between the fuel pump and fuse like you said, and then the chip needs to be inside the device for it to have power. Hide the slot somewhere that only you know where it is and when you put the chip in you get power to the fuel pump. Whenever you leave it just take the chip out and put it in your pocket and they won’t be able to start it without the chip
It's an aftermarket immobilizer; likely the dealer installed these in an attempt at selling you a dealer "add-on" at a substantial mark-up ($180 for a $18 part) and since it was installed before it was "prepped for delivery" and not purchased, it was disabled by installing a "bypass key" instead of being removed. If you pull on that "insert" with a pry tool, you'll likely not be able to start your car.
It's similar to one of these... https://www.amazon.com/VEHICLE-STARTER-INTERRUPT-DISABLE-REMOVEABLE/dp/B078NJN3QC
I used to install them in Ft Lauderdale back in the early '90's... it was cheaper than a key-fob alarm system and the markup was 10X at 1/10th of the labor.
A TJ I used to own had something like this installed when I bought it, wouldn't start unless you had the plastic chip in.
https://www.amazon.com/MAS-Vehicle-Starter-Interrupt-Removeable/dp/B078NJN3QC
It's a key for an engine immobilizer system.
Like this:
https://www.amazon.com/MAS-Vehicle-Starter-Interrupt-Removeable/dp/B078NJN3QC
Any feature that is referred to as anti-theft only adds time to a successful theft, but all wires can be cut, spliced, and hotwired, bars can be bent, broken, dismantled, and security tech can be hacked, spoofed, bypassed. Having these might make someone asses your car and just feel that it isn't worth the time/risk of getting caught, as opposed to not having things like these and going for your car bc it seems like an easy target. Steering wheel bars, removable starter keychips, installable alarms, these are a few examples of some things that are relatively cheap and can be installed to add extra assurance against someone easily stealing your car, especially on older cars which don't have a lot of built-in features already (the links given are just to show an example, I've installed things like these before but not these specific brands, but they aren't too complicated to the point where you necessarily need a full mechanic to do it if you have some electronic knowledge). It should be mentioned though, people who frequently steal cars know very what which each of these things do as well, and can easily google how to get around it. But all it all, it does make an opportunistic theft less likely to occur.
Ultimately, if someone wants your car (determined, as you mention), they can get it with enough time. Good strategies against this are to give someone less of a reason to want your car, and then to make getting your car just a hassle (add more time) to steal. Leave nothing inside (obviously) so nobody wants to break in to grab something. Even then, some a-hole will be out there who just wants to smash a window for the hell of it, and that boils down to if your car was the unlucky target.