If you sense your respective duty station installation is lacking in the physical security department, how would you go about reporting it?

through the chain of command?? .... I guess ...

Every base has a hotline where you can address these things, at least in the states.. If nothing else, the Provost Marshalls office is a good POC..

If you have spoken to your chain of command, and the problems are not being addressed you need to talk to your S-2 Security Manager, SPC Bruce Nichols. It is the job of your Security Manager to monitor, plan for, and maintain security in your unit. If it is beyond their ability to help then they will know the proper channels to go through to have security problems fixed.