I bought one of these:
https://overezchickencoop.com/product/medium-over-ez-chicken-coop/
All the openings have a turn lock and a key lock-pop door, man door and nest box. I do open the window but have hardware cloth stapled up on the inside and the outside. I feel very secure when they are locked in there however.....
The other night I pulled into my driveway around 11pm and there was a raccoon in my front yard! It ran up the driveway and jumped over my neighbors fence

. Needless to say I worry....