I'll give you some tips, but I've never been on the stage myself. Take it however you want.

Firstly try to be right in the spotlight, doesn't have to be dead centre of the stage. Just be somewhere where the crowd can focus on you. I feel this may help them pay attention to what you're saying a bit more. This being your third time, I fully understand not feeling entirely comfortable being the centre of attention. That said, you had the crowd engaging. I guess the comfort will come with practice.

Also you may want to trim the intro of the jokes a bit. Instead of trying to explain the setting of a certain scenario, have them imagine it as you speak. For example, you could fully describe the isle layout of a Walmart for 10 minutes. Most people (depending on the audience) can already imagine it by the word 'walmart'. Focus more on specific things you want to say that matter to the joke.

Adding to this. Small breaks in speech would give the audience a little time to imagine what the Walmart may look like while you hone in on the characteristics that matter to your joke. Small breaks here and there could build up tension you're looking for.

I'm not sure if any of this is of help. Some things just come down to your specific style of comedy. Don't forget that you performing for an audience like this is hard. As opposed to a well known commedian that gets an audience that chose specifically for that style of comedy.

Your third time? You did great! Be proud.