You could also monitor the ethernet link. They can move your server but they can't move the entire network, set up an encrypted tunnel between two distant physical servers and self destruct the moment that tunnel gets disrupted.
Some computers come with gyros/accelerometers built in. My old HP laptop had some kind of head crash prevention that used that hardware. I know this, because Gnome thought it was a tablet style sensor and turned my screen upside down if I didn't disable the sensor. Maybe getting a HP server can already get you a whole bunch of movement sensors.
You could probably figure out if the server is being moved by measuring capacitance of the case, measuring accelerometers, maybe add a GPS dongle. Or you could add an LTE connector and measure any signals you may receive that you shouldn't from inside a server room. You can probably measure _something_ in the server room, though, so to make sure your LTE dongle doesn't get interrupted, also measure whatever reliable signal you can find to detect Faraday cages.
Lastly, you could put a video camera in the case on all sides and measure changes. Detecting law enforcement badges probably isn't that hard with opencv if you're dedicated enough.
You have to hide your security measures and never tell anyone, though, or they'll just leave the server as-is and use the classic rubber hose exploit to make you give up the key material.
