Call the cops. If they won't do anything, you may have to sue him.

So long as they pay him, it is legal. He can quit. They can fire him.

None of us can guess. Don't steal. Problem solved.

Nothing in your post indicates grounds to sue anyone. Perhaps you left something out. You can't sue for being embarrassed.

Depending on the terms of your lease, this is likely permissible.

If they have evidence against you, you can be charged after you leave the store.

I am guessing there is much more to the story. Gather all the evidence and bring it to a local attorney.

Loss prevention is there for a reason. It appears they acted entirely appropriately. IMO you have no grounds to sue.

If there is that much money at stake you may find a lawyer who will take it on a contingent fee basis.

Call the police and report the pervert.