Radio anti-theft

Your vehicle not only has anti-theft but it's likely that the chimes and door warnings also come through the radio. I don't know of any after market radio that does this.

The most common way around this is to remove the OEM radio, then extend the power and data lines and mount the OEM radio in a hidden area, like behind the dash or under the seat or similar (basically where there is room). Then connect one small speaker to it so you still get the chimes and warnings.
Then you install the new unit in the dash using a couple relays for power so you don't trigger anything with excess current draw.

The other method involves completely disabling the anti-theft and installing the new radio. This can work, but I've seen a LOT of them that developed wiring problems or the method used was marginal and failed.

Unless you are sure you can do It I would take it to a shop and have them do it. They may have another suggestion as well as there are a lot of newer thing on the market these days.