Wow what surprise that that 1st time/day I sign up here and post; there is actually a pseudo legal question that I can respond to and help.
For reasons I won’t get into here I have a fair bit of experience with the way large supermarket chains manage their security and loss adjusters; and as such you will probably find that the 2 women were actually investigators (security and related activities act) rather than police.
If they were police you would know.
Sometimes (depending on the circumstances) security and “loss adjusters” that work for Woolworths and/or Coles will let “caught-thieves” go if they; (i) can reclaim all the stolen items immediately (and/or if some are perishable and as such require immediate re-stocking); and/or (ii) have portrayed themselves as police (say, by, quickly flashing a star like emblem inside a wallet) in the first instance as a means to coerce the thief to provide information and/or do as they want.
Point (ii) is the result of the penalties associated (even for licensed investigators) with acting and/or portraying oneself to be and/or like the police when you're not.
If the women had (provided you with the impression they were police and/or) called the police and decided to press charges on behalf of their employer (Coles) there is a greater chance that - if you lawyered up - they could then be caught out pretending to be the police.
For these and other reasons sometimes it’s easier to take the action they took with you; as that way there’s no risk to them and/or their jobs.
Whether or not they do so at Coles; I don’t believe they're allowed to put pictures of you up anywhere publicly as a means to shame/identify you; but some from this website with more knowledge of the law in that area may best placed to answer that specific question.
Cheers,
Steve.