We have also done a fair amount of travel by train in Switzerland, Italy, and Spain. I admit I spent a little time wondering if I should worry about our bags at the back of the car. Cable lock could be a good idea, but sometimes the way bags are stacked up, they could be an issue, IDK.
OP - you already are familiar with using the European system. If crowding is an issue, it is worthwhile to consider first class cars. I assume they have those in the routes you are considering.