How to save a stolen jet?

Ok guys, I found a solution that worked for me. I don't know if there are other ways but this one definitely works:

  1. I completed the main story line.
  2. I saw that I can buy the hangar in Los Santos, do that (marked as "2." on the map)! Note: If this is possible before completing the main story, the first point will be unnecessary.
  3. Steal a jet from the military base (marked as "1." on the map). I used Franklin and his ability to slow down time during driving. Watch youtube videos on how to get away. I flew in a spiral-like way. Don't kill the guards, just drive past them, stop near a jet, go in and leave asap. I had to reload several times before I finally got the drift.
  4. Bring it to your hangar.
  5. Done, from now on you can destroy it and it will respawn there. I have no idea why the other hangars didn't work.

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