My vaults are typically rooms with a stockpile set to accept everything artifact(all other stockpiles don't accept artifacts) locked with an iron, steel, or adamantine door, behind a raising drawbridge with all the surrounding rock, including a z-level above and below, removed and replaced by solid iron or steel walls. War dogs are chained up outside.
The levers to open the vault are in the treasurer's office.
I would like to see a kobold get into THAT! (yes I had a kobold steal an artifact unnoticed from a typical locked-door vault in the past, artifact iron sword to boot.)
As for keeping an artifact weapon or armor available after abandon, the only way I noticed so far is to give the artifact to a champion, then abandon and fight the champion for the weapon when you find the group in adventure mode. If you can it would be best to somehow cripple him to ease the process of relieving him of your artifact before abandoning, but that is a risky prospect.
Also it used to be that weaponmasters wouldn't get much wrestling skill and you could just suddenly grab onto the item and wrestle it out of their possession, without much difficulty. But my weaponmasters seem to gain wrestling skill at about the same rate as their weapon skill now, so I don't think it would work as well anymore.
But it might still help against an artifact weapon wielding weaponmaster. Grab his weapon with an off hand so he can't Ginsu you with it and hope for the best.