The TE Strongbox has to be one of the easier ways of transporting chestloads of items. Craft it by putting 4 tin ingots round a chest, upgrades are invar, hardened glass, then probably enderium? It fills like a regular chest then you can wrench it and carry it with its contents.

It is also relatively easy to lock with the signalum lock.

also can be enchanted (i forget its name) but will increase its capacity depending on level.

Funnily enough I spent 24 levels enchanting a satchel and got both Holding 3 and Soulbound 1. It is big enough to be useful now.

FWIW Soulbound should mean you keep it after respawning. Confirmed

On a related note don't let a hellhound get through your nether portal, it will ambush you when you port out.