In my son's words, "We're very upset because some naughty people have stealed Daddy's brand new bike he got yesterday."
Looks like they climbed over the top of the wall after failing to break down the gate. Of course it wasn't chained to anything - there's nothing to chain it to - the other bikes have been fine there for ages under the tarpaulin. It might have been a random theft with very unlucky timing or....he was seen putting it in the yard and it was a targeted theft. Which means even if it had been chained up it probably still would have been nicked.
We've had tears, self-recrimination, frustration and annoyance at the world as a whole. I think I'm starting to get over it and plan how to take better care of the next bike. But then it wasn't my 30th birthday present.