You can hit the camp button (which turns into a Town button) while on a town tile to enter it. The goblin can only visit you once every 3 days minimum, and the item should still be in the store if you try to steal it and fail, which item were you trying to steal?
After more testing It seemed it was that specific mysterious merchant that was removing items but not the town and the goblin was probably because I was on a goblin inhabit tile not sure still not sure what the pre-requisite for success thieving is though I was able to rob the whole general store but i could steal 2 items from the armor and now he catches me each time (this is using saves I did watch what happens when caught in town once but was just resetting the shop via saves) -For the mystery merchant in the first tiles with the toys it would say 'your caught' then remove item which made me think I actually was still stealing it then when left shop not in inventory but also not in the shop anymore when revisit her(maybe it resets on a day cycle) saw items that were bought/stolen from the blacksmith did return at end of list next day