How to prevent items from being stolen?

In our most recent battle our party was attacked by a pair of (homebrew-enhanced) Quicklings, who stabbed us and stole a few magic items. They even got items we were wearing, when we failed the dex saves to stop the thievery! We managed to kill one, but the other got away. I assume we'll catch up with the other one eventually; our DM isn't that mean.

Has anyone got any tips to prevent or at least make it more difficult for enemies to steal stuff from your character? Because I am Not A Fan.

You probably need to discuss this with your DM.  If the DM wants to take something they can always determine a way to incapacitate you and steal an item or three.

Having the DM steal an item is to me ranks up there with PVP combat.  I agree it is no fun and goes against the teammate & storytelling aspect of the game.  By talking to teh DM  you can find out why the DM stole your magic item.  Was it a correction, a railroad ploy to get the party to do X, the DM is the mean, etc.

It may help if you can store them in an extradimensional space such as a Bag of Holding, Heward’s Handy Haversack, Portable Hole, or similar item.

I hope you find the other Quickling somehow but in the meantime you could perhaps try to Speak with Dead one if you can. 

My DM said early on in the campaign that what we have can be taken away. I think that kind of transparency is important for session zero. Fortunately, I have yet to loose any of my things.

i’ve only seen one thing similar to this in a youtube campaign where someone’s coon purse was stolen. They never did get it back. Grant it, these were paid players, so I take it with a grain of salt. It’s ok to watch those parts I guess depending on your tastes, but if I had to play through it I’d be upset.

The DM should say these things in session 0, which it sounds like they did which is good. But basically you cannot prevent theft, if theft is part of the game. From a DM perspective, theft should not be about rebalancing the players equipment/load outs if such a rebalance is necessary the DM should be explicit about that. Rather theft is a wonderful motivator to drive your players in a particular direction as they will almost certainly do their utmost to track down the thief.

Other reasons items might be taken away is an act of sacrifice/narrative tension - does your character choose to save their sister, or the magic sword they really like? Or as a realistic consequence of certain decisions - the guards are going to confiscate that wand of Fireballs if you use it to blow up the local tavern. 

These reasons can of course be combined, I certainly saw a live play where the character's coin purses got stolen, driving them to discover a side quest about orphans where the players decided to let the orphans keep the coin because it was the heroic thing to do. 

If you aren't ok with things being taken away from your character, that's more of a you problem than a DM / game problem, and you need to talk to the DM about your issue with things being taken from your character.

Our current task is to seal a rift to the feywild; I suspect the monsters came from that rift. So it is likely we need to follow the escaped quickling back to the rift. I'll try to report back if that's the case!

I do have a bag of holding, and it contains nearly all of the party's loot. Losing THAT would be devastating.

It seems the only defense I'd have in this case is to boost my dex or wait until level 7 when I can use flash of genius to help with my dex rolls.