Everything you probably need to know about Columbus tubing:
https://www.millfieldvelo.com.au/col...bing-timeline/
I wouldn't get hung up on the type of steel tubing and how Thron compares to SLX personally. How does the bike ride? That's really more important, along with fit of course.
As far as theft, there is nothing you can do to guarantee your bike won't be stolen. There are precautions, but nothing will stop a motivated thief. I'm sure there are numerous threads on the forums here discussing which locks tend to be the best deterrent. Also, some invest in locking skewers for their wheels and I'm sure they help some, but the tools to remove them aren't anything special and I'm sure knowledgeable thieves come prepared. Same with quick release binders on seat post clamps, they are an invitation to a disappearing saddle.
Regarding the paint chips, you can touch up any locations where the paint is completely missing. There are different ways to do so. Some use clear nail polish after removing any surface rust and just let it go while monitoring it to ensure the rust doesn't come back. And still others will go the extra mile and sand, fill and topcoat with a matching paint. Depends on how much aesthetics matter to you. And some will apply a quality car wax on a regular basis and not even mess with small chips. Doing nothing probably isn't the best for your frame.
If I bought a frame like that, and was going to commute on it in all kinds of weather I'd address the INSIDE of the frame with Framesaver, Boeshield or any of the preventative treatments out there.
I'm glad your first impression of the bike is positive. The FD issue is easy to sort out and I'm surprised they hadn't already dialed it in, but they are willing to fix it, so that's good.
Good luck whatever you decide.