Long time cross check (along with a few surly's) owner here, and BTW I love the color of your new bike.
Here is what I would do based on your questions and concerns: Definitely treat the frame with frame saver it's worth it for the piece of mind in your conditions. Get a locking front skewer for the front wheel or replace the axle with a solid axle and use bolts or security bolts. Leave a U-lock on the rack at work then when locking the bike, put the U-lock through the rear wheel inside the rear triangle around the rim and seat tube and then to the rack.
To summarize - You've reduced the risk of rust inside the frame, Your bike and wheels are secure, and you can travel with less stuff (locks). Now go ride the crap out of it.