You can combine it all in a chip like the Apple T2 and then you would have to somehow probe the silicon, which is of course impossible. (Until you discover that the chip has some critical, unfixable software vulnerability like the T2)
You can also pair the chip and the CPU at the factory or on initial powerup and have them communicate encrypted from thereon. This is a bit like the iPhone 13 display having some FaceID chip on it where a replacement with a wholly new display will leave FaceID non-functioning.
It is difficult to probe but not at all impossible. However, you can sometimes extract keys by monitoring the chip power supply current over a large number of crypto operations. Much easier than probing the chip internals.
You can also pair the chip and the CPU at the factory or on initial powerup and have them communicate encrypted from thereon. This is a bit like the iPhone 13 display having some FaceID chip on it where a replacement with a wholly new display will leave FaceID non-functioning.