I was in a service station recently, and the changing mat had a harness fitted to it - a 5-point harness without a crotch strap. I thought "I could do with one of those!"
These things are all fairly normal, if perhaps a little at the extreme end of normal.
The best thing to do, IMO, is firstly to try and prevent in the first place (like tights instead of socks) and secondly to be totally and completely blase about it (even if you're freaking out inside). The reason I think that things get extreme is that the baby gets a thrilling reaction, and does more and more to get more and more reaction.
I have a friend whose 18m boy only wears socks and shoes if he is getting out of the buggy. The rest of the time he is barefoot because, like yours, shoes and socks don't stay on him and she can't afford to keep replacing the lost ones.
As for chucking things, I replace the item the first couple of times - without saying or 'looking' anything - but the next time I put it back out of reach, ie on my table or in the changing bag. Of course you mustn't react to any subsequent tantrum, either!
When mine are going through the throwing phase I give them drinks in a non-spill beaker which I can tie to the highchair, to save my back and prevent having to return it to the baby beign a reinforcement of the behaviour.
Can you loop your curtains up?