Real life shows that's not the case though. Thieves generally move on to an easier target, which is why the police dept here and in every major city in the country has gone back to recommending steering wheel locks as one level of deterrent.
I don't know enough about making keys to comment on how someone might make a new one, but with your fob in a faraday bag, there's no signal at all for anyone to intercept.
Anyone can sit around on the internet and try to come up with ways people could bypass anything you try to do...but that's now how real life works. Thieves don't generally want a hassle, they want to hit and move along quickly. Just a few years ago this city had around 4,000 cars per year stolen, now its well over 12,000 per year.
If you have a car they really want, they can just carjack you at the gas station and not worry about defeating any devices.
You do what you can to make yours a little more difficult to steal than the next one, that's all anyone can do.