Next time you set up a new fortress, check out the right side of the item selection menu when you're preparing, you can select animals to bring along with you that way. A fairly simple thief-detection system involves brining 2 dogs and 2 ropes along. You build the ropes into restraints that the dogs are tied to, the dogs acting as a watch for thieves (
diagram copied from another thread on this topic)
# = wall
+ = floor
$ = restraint
+++++++
##+++##
##+++##
##+++##
##++++$
##+++++
##++++$
#######
3-wide hallway allows wagons in (though that's not relevant in this version of the game), dogs positioned where those restraints are are nearly guaranteed to spot any stealthed units. In the case of thieves, they should turn tail and run. In the case of and ambush, well...it buys time for your military to get there.