Employee: OK, but you need to get a warrant and do it legally.
That's not how it works at all in a "right to work" state with an "at will" employer.
An employer doesn't need a warrant to legally search your car. Just like the police, they can ask permission to search your vehicle and if you say yes then the search is legal.
You don't have to say yes in either case, but if you refuse to give your employer permission to search your vehicle while its parked in the employer's lot in a right to work/at will employment state then he can legally fire you for your refusal.
You can always sue, but the courts haven't taken the employees' side in any of the cases I'm aware of. So you'd just compound your financial difficulties by adding legal bills to pay on top of being unemployed.
One option is to park off the employer's property. The employer can counter by making it against official company policy to park off the property. Like my employer does.
Another option is to change employers. Obviously that's not an attractive option in today's economy.
Another option, if there's sufficient support, is to get a law passed that makes it illegal to fire an employee for having a legally possessed firearm in a locked, private vehicle that's parked in the company lot. That's been done in Florida, Oklahoma and Texas, possibly elsewhere. Interestingly enough, the employer can still fire you for refusing to allow the search, but if he finds a legal firearm he can't fire you for that.
Of course, from a practical perspective, an employer in a right to work/at will employment state can always fire you for something else and then it would be up to you to prove that you were fired illegally for having a firearm in your vehicle and not for some other reason. If you couldn't then you'd be without a job and with legal bills on top of it.