I just started parking in a new location: at the top of some flights of stairs that lead from a tunnel underneath some railroad tracks to the locker rooms. There is a small area that basically serves no purpose - I park the bike there, on the handrail. The especially nice thing about it is that there are 7 points of entry all right there - which I imagine will help deter theft. The bad thing is that other cyclists were using the space before, so I plan to get some kind of mounting bases for locking to installed in the walls (and if someone can chime in with a suggestion I'd be appreciative) so all three of us can park there.
Why not look into some kind of locking mechanism for your seat? Maybe there's something that'll work even if you don't have QR. At the very least installing a bolt that requires a rarer driver (like security torx) might help.