There are quite a few things that merit consideration:
Is the facitlity gated?
Is there a security guard at the gate and at the door to permit authorized access only?
Are there security cameras covering the facility?
Are the security cameras monitored 24/7?
What kind of background checks are there for employees?
Do they meet applicable compliance standards?
How often do they audit their procedures and practices?
What type of backup power is in place? How often is it tested?
These are some that come to mind immediately. I’m sure I’m missing plenty of other important questions, but I would always ask these.