If you don't have territory, it's hard to build enrichment facilities. That is a step that is unlikely to get much easier in the near future. Controlling enriched material seems easier than preventing people from building bombs once they have it.
Centrifuge enrichment facilities are large, but comparable to a data center or a WalMart Supercenter. Power consumption is reasonable for the building size. It's not like the old days of gaseous diffusion, where buildings were over a mile long and required gigawatts of power. Nor does a centrifuge facility have to be built that big, if you're willing to wait longer for product.
Someone could put an enrichment facility in an industrial park and it wouldn't attract attention.
The best deposits contain about 20% U3O8. Uranium is about 1% U-235. You need about 50kg to make the Hiroshima bomb. Depending on the efficiency of your enrichment process, it doesn't sound like terribly much ore.
Still, it could be done. I remember reading The Sum of All Fears by Tom Clancy - tldr; Islamic terrorists stumble onto an Israeli atomic bomb, kidnap a former East German nuclear engineer, build a machine shop in a cave, and rework the bomb into a thermonuclear fusion device. It seemed generally plausible - the science and engineering to produce a nuclear bomb is not exactly unknown, the biggest problem appears to be getting ahold of the right materials.
I watch the movie again once each few months. The movie has only a fission bomb. I have to suspect that building a successful, small fusion bomb would need quite a lot of computer simulation and also testing. The testing can't be hidden.
But a fission bomb could be plenty nasty.
You are correct: If can steal, say, a sufficient fissionable material, then might be able to do the rest without anyone noticing.
My understanding is that usually for a Pu bomb, have to compress the material like the US did with Fat Man. That compression is not easy to do. IIRC, there are some much more clever ways to do the compression, but, again, they would likely require a lot of computing and testing. That is, I'm not sure Pu would work in a gun barrel bomb.
I just know this stuff at the level of the two Richard Rhodes books and a few Wikipedia articles. I've never seen any classified material on bomb design.
It won't; it will predetonate, producing a "fizzle yield". With plutonium, the nuclear reaction starts so fast that the big problem is getting the critical assembly fully assembled before it blows itself apart.
With enriched uranium, the reaction starts so slowly that the gun bomb will work. That's why nuclear proliferation people are much more worried about enriched uranium than plutonium.