Find a local safe/vault/locksmith and ask. You'll be wanting to get a secure door from them anyway (many levels, but you can get pretty looks-like-a-door things that are vastly higher security than just a nice steel fire door) and they may be able to advise someone who can install this, or provide some products and your existing contractor can do most or all of the work. Think also of what you can and can't be bothered with. A big combination lock you are perfectly likely to just leave propped open sometimes because it's a pain, so maybe a Simplex to stay secure but quickly key through.
Best I have seen is friends building from zero who make sure there are concrete rooms added into the side of the basement, then secure that. But at your point (without seeing photos etc), it's possible still to do things like double up the studs, clad the walls in [other materials] and make a fairly secure room that doesn't stick out, or mess with the overall structure.
I also like layers, so plan on getting a cage inside it so you can make say 1/4 of the room (depends on the size) a gun closet as an extra layer of security to get through. Again, easier to install that really solidly at this point than trying to manhandle the bits through a finished structure and bolt it on without making a mess but it CAN be done whenever.