Unfortunately, that example sentence is ungrammatical. You can't use a plural noun with the indefinite article "a", because it's always singular. Either the definite article ("the") or the zero article (nothing at all) could be used in place of the first "a" in the sentence.
For the second one, "a" isn't really wrong, since the point is not so much a particular car as just the fact of a car in general. But it's probably not ideal, since some particular car would naturally have been involved. So "the" is somewhat better in this case as well.
That leaves us with four valid sentences:
"I wish I hadn't left valuable things in a car."
This doesn't necessarily refer to any specific event, although it's unlikely that this happened more than once. The speaker regrets having ever done this.
"I wish I hadn't left the valuable things in a car."
This refers to some specific set of things that was left, based on the context (either before or after).
"I wish I hadn't left valuable things in the car."
The speaker is particularly thinking about the specific car, and regretting the valuables in a more general way. Perhaps they attracted the wrong sort of attention to the car, and thieves stole the car or broke its windows.
"I wish I hadn't left the valuable things in the car."
This focuses on a particular event and the details of that. The car is an important background detail.
The differences here are fairly subtle, but they do suggest interesting distinctions in the speaker's thoughts.