If I were in a mall and saw something TRULY suspicious, I would first call police then second tell mall security or a clerk.
The reason I say that is, I worked in a large department store in a mall. We (the employees) were not allowed to call police, we had to call security for everything.
I have been very aggravated on a number of occasions when I found out that the information I gave security THEY SCREWED UP. I am not knocking them, I highly respected them and was so happy and refreshed that they were very honest and dedicated.
Also, when I saw a crime being committed or something suspicious, I informed all the other store departments in my area, this worked out very well.
I learned to keep security on the line and make sure they did hear my accurate descriptions of the criminals, or suspicious individuals, and the area they are in and proceeding to. I have received kudo's and couple of times gift cards from the store.
But this is a thread not about theft but about personal safety. If there is a situation in a store GET OUT! Do not expect or wait for the store to tell you, it will be too late. FOLLOW YOUR GUT FEELINGS.
We had on two different occasions, a release of a unknown chemical. I could hardly work in my department. Management would not allow employees to leave. We all went to the far end of our departments. They tried opening doors. Customers complained and left the store. I'm glad that was not a deadly gas of sorts, we never found out what it was.
On another occasion someone had thrown a pneumatic type object in the trash can outside our store entrance. A customer called our security or the police. It looked to me to be a weird looking shock absorber. Heck we were a short ways from the automotive department and right next to the tool department. Anyways, security had us stand in front of the glass door and tell customers to leave by another exit. Police roped off the entire parking lot and called the b-mb squad. No one in the store, customers or other workers, had any idea what was going on other than the workers in that immediate area of the store. Good that it was just a truck part because I'm sure that glass would not have provided much protection.