ElsewhereTurn sharing on or off
Click the Elsewhere icon in the menu bar and use the switch at the top. With sharing off, nobody can connect, including your own devices.
The same switch is in Settings > Sharing, as Allow connections to this Mac.
Pause for a while
Pause sharing, in the same menu, ends every session at once and turns new ones away. Choose Resume sharing when you're ready.
Ask first
Your own devices connect right away. To approve each one first, open Settings > Sharing. Under When someone connects, choose Ask on this Mac first.
Then each connection asks with a notification and a banner in the Elsewhere window, with Accept and Decline. A request nobody answers is declined after 30 seconds.
Someone using your ID and passcode always has to be accepted, whatever you choose here.
See who's connected
The menu bar icon has a green dot while someone is connected. The menu lists each device, how long it's been connected, and whether the connection is direct or relayed. Disconnect ends it.
Elsewhere also notifies you when a session starts or ends. To stop that, turn off Notify when a session starts or ends in Settings > Sharing.
Lock when you leave
In Settings > Sharing, turn on Lock this Mac when a session ends. The Mac then locks as soon as you disconnect. Lock screen when they leave, in the menu bar, is the same switch.