I found a
#10 threaded rod will work in a pinch. I used a couple of extra washers to keep them from bending. Not pretty, but got me home. It probably was soft steel, so it might not take constant abuse though.
There are special QR Locks that you can buy. Essentially replace the QR with a special bolt that requires a special tool to remove. Without the tool, you're either walking, or fixing a flat with the wheel on the bike.
You can also change to a bolt on axle. You may need to replace the whole axle assembly as most of the QR axles are metric, and many of the bolt on axle kits are standard.