Having lived here for 30 years and watched the decline, I'd say the majority of the city is a shithole. Property crime is rampant, road ragers are abundant, and the cops rarely actually stop crimes in progress. Getting on the Nextdoor website just blew my mind how bad the crime is. I'm not sure a police yard would be any more secure than any other fenced yard. If criminals saw an enclosed trailer in a police yard, they'd probably believe there were weapons in it, making it a worthy target. Out-of-sight, out-of-mind might be a better approach. Perhaps there are NM members that can provide a discreet and secure parking spot. I'm assuming your trailer has better than average alarms and physical security features. Hell, wherever you park, take a few wheels off so they can't take the entire rig, or surround it with other vehicles. When I worked midnights at hotels, thieves would frequently steal trailers and moving trucks instead of breaking into them at the hotel. It only took them a few minutes. The FBI lost a Suburban with an M-60, M-203 and M-16s years ago.
Your trust of the police in ABQ and surrounding areas is quite puzzling to me. I've attempted to work with them on several occasions and they clearly didn't give a shit about anything besides going home safely, and getting that pension. They are more of a threat to life and liberty than most criminals. Certainly not worthy of my trust. I wouldn't be surprised if they actually pilferred your trailer.
If your rig does get stolen, and you call 911 as it is being hauled off, don't be surprised if the cops tell you to log onto their website to fill out a report, and do absolutely nothing to help find your trailer, as what happened when a neighbor reported her car being stolen.