each country has own problem areas. Uk used to be safer at one time generally. with its mass increase in population ( high levels of crime and prisoners are reflected in national statistics ) pressure for space and mixed with criminal element mean an average street in Uk is less...
why not take a small holdall to work then change at gym. almost everybody I know changes to use gym. if you are worried is it because you know you stand out form others in dressing in normal clothing? also normal clothing is not best to train in if serious about using a gym.