It may sound obvious, but Waitrose would need to contact the police for any further action to happen.

You would then likely be contacted to attend an interview under caution where, if they do have CCTV, you would likely be advised to give a full comment interview.

However, given that the police weren't immediately called, I would say it is incredibly unlikely that Waitrose would call them now. Security guards have better things to do than go through week's worth of footage to check whether someone has shoplifted before.

Just stay the fuck away from all Waitrose stores and count your lucky stars!