Of course this question comes up all the time regarding driving between destinations with luggage in the trunk. Selinunte? Villa Romana Casale, Segesta,
Has anyone tried chaining and locking the luggage together in the trunk? Just wondering as a New Yorker, if slowing people down is enough of a deterrant. Do any of these sites seem to have somewhat safe parking? Or do we have to drive to our hotel, drop off luggage and backtrack? What a pain!! Any other tips? Not that we have anything of value but it would suck to lose say a jacket if it gets cold etc.

We are road trippers and always leave our luggage in the trunk, invisible of course, when we drive between destinations.

I've done it, including in Sicily, but with precautions and with awareness that safety can NOT be guaranteed -- there is a risk! Most of the tips I know for minimizing the risk are covered in this old thread:
Luggage in rental car while touring Normandie and Loire Valley

We also did it and in precisely those places you have listed--Selinunte, Villa Romana Casale and Segesta. This was two Aprils ago, so low season, and we were on an extended 27 night around the island trip. I too, worried but couldn't justify backtracking after dropping our luggage and didn't want to miss these sights--glad we did as it worked out.
Re: Segesta--there was a somewhat official, uniformed person at the parking lot which was clearly marked off--no fee--who directed traffic and parking.
Re: Selinunte--a very organized parking area which had busses as well but no oversight. We were there early in the day.
Re: VRC--a very large parking lot just waking up to patrons--no oversight and many incoming tour busses.
We did not have any visible luggage and each of these sights were memorable--VRC was very crowded.

No guarantees and best of luck!

In 2018 we did a 12 self guided tour of Sicily with stays in certain towns. While traveling to Villa Romana we had just checked out of our BnB and the lady would be out all day and that didn’t work for us so we risked it and it was fine. We had a cinquecento with a luggage cover in the back. Nothing happened. I’m a native NYer and all those stories about break ins into rental cars aren’t to be thrown away but taken with a grain of salt. In 35 years traveling to and around Italy I’ve never had an incident. Same goes for every country I’ve ever rented a car in. just make sure your rental car doesn’t have rental car stickers on the doors which would make it stick out like a sore thumb. You’ll be fine.

Everybody will get you are not Italian the moment you get off the car. Chances of thieves "hovering around" right that parking just when you are there are really slim... but you can bet they would push their luck breaking into the non-Italians' cars.

Your choice, but you'd better pay for a Full Insurance that covers the windows with NO excess

I'm sure RubyTwins realizes that no one can guarantee "You'll be fine" if luggage is left in a car. Awareness that there is a risk is key to identifying ways to reduce that risk. I hope the majority of responses on this thread help her do that.

BTW, whether there are rental car stickers on the vehicle is not necessarily under any renter's control.

If your hotels aren't too far away, I would try to drop off your luggage. We paid a small fee to leave our luggage at a luggage storage place in Agrigento as we had read the parking lot near the temples wasn't too safe. I think we paid 5 euro per bag and the peace of mind was well worth it. The company we used seems to have changed names but may now be called: radicalstorage.com. I believe there are other companies as well that offer this type of service.

Five posts were deleted. Please keep things civil.

for added security, consider a ski chain lock (Type "ski chain lock" on Google ).

this is actually a good suggestion. Anything to slow down a potential thief is a good thing.

Last April we left our luggage in the car at the Valley of the Temples (one of the main entrances, the parking lot was fairly busy), at the Vendicari reserve, and in Mazaro del Valle, where we just parked on the street to visit the town for about 3 hours. I am always nervous, but it is not easy to plan a driving trip to Sicily and avoid this if you are crossing the island. As others have said, we just ensured the luggage was not visible and we left nothing in the car that made us look overtly foreign. I tried to look up a place near Valley of the temples to leave luggage, and I did not come up with an option that looked reliable to me.