Can you set your air pod to only connect to your device

Can you clarify what exactly you mean?

Airpods will only pair to the device you tell them to. They don't automatically connect to other devices on their own.

If you own more than one supported iOS device or Mac and they are logged in to iCloud with the same Apple ID, the Airpods will be setup on those devices too. You'll still need to select them from each device to get audio from it on the Airpods though. But if the devices are using the same Apple ID, it is assumed they belong to the same person, so they would be your "device" still.

Outside of that, not sure what you are actually asking.

If they have a case, or they steal them with the case, they can reset them and pair them with their device yes. But there's no way to stop that.

Airpods cannot be locked to singular device.