Law enforcement may intervene and search bags only. Not ony person without a search warrant.
I would think probably cause would apply for a search of a person in a shoplifting event. It might require the suspect to wait around while camera footage is reviewed, but if you're perceived as putting something in your clothing, I'm not sure a "take of your jacket so we can examine the pockets" is out of order outside of a full blown warrant.
Either way, if you've done nothing wrong, it's simplest to comply with an actual LE officer's reasonable requests (ie submitting to a basic pat-down, letting him examine personal belongings such as coat/purse). Now a strip search, or requests by non-LEOs are off limits.
More directly on topic, I wouldn't do anything (except sit quietly in a safe place, preferable with a camera view) until a LEO came. After which, everything else should turn out in your favor and you'll shortly be on your way. Carrying or not wouldn't make a difference. The LEO would be notified of your weapon and presented with your permit upon his arrival. Since it's legal, he may request you surrender it to him during his investigation, but there's nothing he can do but return it to you upon his departure.
And for the guy who didn't buy anything, so had no receipt, pretty much the same thing. A search by a uniformed LEO would result in your vindication and you'd be sent on your way.
If a non-LEO insisted and began forcibly searching you, get out your cell, call 911, start screaming "assualt"/whatever, get the attention of anyone and everyone in that store as a "compliant citizen" is being manhandled by an angry shop clerk.