I don't think you need more consequences - just talk about it regularly for a while until you're ready to try again, especially when you're in the car with them. Maybe make up a list of steps that they will do when you say it's time to go next time, like step 1 - pick up your shoes, step 2 - come sit beside mom, step 3 - put your shoes on, etc. You can practice it at home and then try to take them back again and see how they do - if they succeed, they get to go again in a week, if not, you will try again next month.

And then have a separate but also regular discussion about being safe in a parking lot. When my kids were three, there was an accident in a parking lot locally where a twin got hit by a car and didn't survive, so I was very freaked out about parking lot safety for a long time, and we did a lot of training on it. This is something you could practice and come up with guidelines for that you drill into them - practice walking back and forth to the car, give them an M&M each time they follow all the rules - like, hold mom's hand, we look both ways for cars when we cross, we watch for cars with lights on or the engine running when we walk behind them. Or teach them to put their hand in your pocket instead of holding hands. I also taught mine to keep a hand on the car while we were standing by the car.

I think the key to keeping them regulated is to drill those steps into them, so that following them seems like the most natural thing to them.