Not sure about the MSF classes near you, but here they had one day of indoor class which was at night and then for the driving part they split the group up into two. If you register early enough you have a better shot of picking the time that suits you.. I went with the later classes myself because I had no desire to get up at 4:30 to be at my class by 6am..
As for safety, You can do the cable lock or front disc lock, but like Clay said, unless you’re physically bolting it too something it’s more of a deterrent than a fail safe way to keep your bike safe. I personally went with the disc lock. It’s small and easy to deal with. The only other thing you could do is add LoJack to it if you’re that worried about it.