Car theft
Your response depends on what your character actually witnessed.
Respect safe-zone protection
Do not steal a vehicle from within a safe zone.
Catching a thief in the act
Seeing someone lockpick your own vehicle allows a firearm response, provided you comply with the weapon rules for the north or south.
A late discovery is different
You cannot shoot simply because you noticed the getaway. If you did not witness the theft itself, do not open fire.
Finding the vehicle later
During robbery hours, a later sighting on the road may lead to a pursuit. Any escalation must follow Get out & fight.