I understand that part of what you want is a lock-box for a car key or fob, so that you don't have to carry your key/fob while running, surfing, climbing, etc. But you also mention the need for a lock-box for valuables like your wallet and phone so that these are secure while you are away from the vehicle. In many parts of the U.S. thieves target cars left at trailheads, and steal valuables left behind by outdoor enthusiasts. They smash a window, grab what they can, and are gone in just a few minutes.
There are a number of after-market options for good lockable storage. We use a stainless steel safe built by Lock'er Down that drops into the space in the center console. They also make other types of lockable storage (under the seat, etc.). You lose some space when you drop in one of their safes, but they are strong enough to prevent almost all typical theft (someone would probably have to steal your car and take it to a place where they could drill through the safe to get at your valuables). There are other companies out there, but we've been very happy with Lock'er Down:
Get security vaults for your vehicle here, including Console safes, SUVault & Truncvaults
www.lockerdown.com