I went back to the original post today and here's the latest from the owner.
For what it's worth, the vehicle owner filing with his own insurance will make it easier for him. Now before everyone jumps in with, "What about the shop that was responsible for the car!?", our insurers should have claims folks trained and experienced with subrogation--it's the industry term for the process where one insurer pursues a liable party (or his/her insurer) for damages they paid to repair their policyholder's vehicle.
Not all insurers invest in subrogation, but many do, especially the ones that like to profit. Anthony can hassle the shop, rant online, pay out of pocket for his rental, and hope he gets reimbursed without having to file a lawsuit at his own cost... or he can let his insurer handle this for him. In many states, if the insurer recoups money through subrogation, the policyholder is refunded their deductible. Given the missing wheels, paint damage from keying, possible suspension damage, etc., this isn't going to be a cheap claim. Depending on the state, and assuming Anthony didn't sign anything relieving the shop for liability for damages while the vehicle is in their care, liability should be fairly easy to prove. It's going to be a nuisance because the shop may point to the security company, and they'll point back at the shop, but the insurer can handle all of this. The shop should have what's known as a garagekeeper's policy--if they do, they can open a claim, and let their insurer and Anthony's work it all out.