This is one of those shitty, horrible learning experiences for new people.
-Stealing happens in just about any guarded location, it is their protection from the victims.
-Stealing can be seen by the guards(they will have floats/speak appropriately if they see it). The thief is shootable, I believe, if said text appears. If they fail stealing on You yourself, there will be red text in your dialog box stating such, and that means they are shootable then.
-There is no way to boost the chance to catch them, it is based purely upon them failing their steal roll or guards 'seeing it.' I do not know how the formulas interact.
Lesson: When in guarded areas, like mines especially, just take off if someone's hovering around you. No one has any business standing beside you so if someone does, just leave. Observation is key, too. There's many annoyances who do the 'repair' action on you to weird you out.