David presented the following explanation :
I do have a lot of spare bits of wood, just not marine ply. One
alternative would be painted WBP, which seems to last well as outside
fencing on building sites.

By all means make a wooded cover for security, but it would be not that
watertight and in time might rot. As an alternative and maybe as well
as...

If you find one of those companies which repairs and supplies the
curtains for curtain sider lorries and scrounge a bit of surplus
material from them? It is very easy to work with, you just heat weld it
at joints corners. A heat gun, plus a metal roller is all that is
needed to seal joints. Once done, they are extremely robust.