It's expensive, isn't it?
As a secondary school teacher who sees a lot of discarded "lost" expensive uniform and other items (calculators, sports' kit) every day, I urge you to get everything named, clearly and in more than one place - secondary age DCs can do this themselves.
Also tell your DCs they will replace items out of their pocket money if they go astray! So often I see students just distracted and head in the clouds, leaving their possessions all over the place. Theft does happen, but thieves tend to look for what's lying around rather than what's been packed away into a locker or similar. Most things that are lost in school have been left somewhere through carelessness rather than maliciously taken from their rightful place.
When they're doing P.E., it can be useful to have a spare clean carrier bag or cheap cloth type bag inside their kit bag to put their uniform into (rather than trying to hang it up in a crowded changing room), then put that inside their P.E. bag, with their school shoes, so that everything's together to change quickly afterwards - without anything getting dropped on a wet floor or confused with anyone else's.
Get your DC to check lost property and search the school meticulously if things do go missing - threatening to do it yourself often results in the item turning up!
Also if they think they've left something somewhere, go back IMMEDIATELY (or as soon as humanly possible) to collect it, don't assume it will still be there later / tomorrow.