My set-up is different from yours, but with the same basic risk factors. Yes I lock them in a secure coop at night. Many predators, including raccoon, bobcat, possum, and even a fox can climb that fence and rip right through that deer netting. You might want to do a search on “fox climbs fence” for some interesting videos.
The only way to secure it completely is to build something that a predator can’t get in. That would involve a good secure roof, either solid or out of strong fencing material. It would also involve something to keep a predator from digging in. That might involve burying the fencing or my preferred method, an apron. That’s where you lay a piece of fencing maybe 18” wide all around the coop and run and attach it to the bottom of your fencing. You don’t absolutely have to bury it at all but putting a couple of inches of sod or dirt on it keeps it out of the way of weed-eaters and lawn mowers. The idea is a predator goes up to the fence, starts to dig, hits the wire, and doesn’t know to back up. Gates are often another weak point, either in how it is locked shut or maybe how solid and how well it fits.
Something that can go a long way toward securing your run is electric wire. You have to put some thought into it because often your coop provides a way a climbing predator can gain access and gates can be problematic, but electricity is a real deterrent as long as the power doesn’t go out. The way I read your post it sounds like the coop is entirely in the run. Electricity might be a really good approach for you.
The bigger the run, the harder and more expensive it is to make it really secure but many people do it. How do you know when it is secure enough for them to have total access? When you are comfortable it gives the protection you want. I don’t know what materials you will choose, what techniques you use in building it, or your craftsmanship in building it. That’s your decision, not mine. Many people find that they can go a long time without a predator attack and think their set-up is secure, then have a disaster when a predator finds a weakness or an area of poor maintenance. Many people never have a predator attack with the coop and run always open to each other. It can be done.
Good luck!