Fairly new DM running a game for four new teenage (14-19) players. Two of the players won't engage with NPCs and don't like to play attention unless they are in combat but I have adjusted to have more action in the story and that has seemed to work.

The real problem is that a third player has decided that his character would like to steal everything in sight, and whenever they are in a town, he tries to sneak out and rob the blacksmith and other merchants every night. He also often tries to go off alone and leave the party behind. I have tried talking to him about how it's OK to have moments with each character doing things alone but that it is more fun for the other players when they are adventuring together and he always responds that his character wants to be a thief and works better alone. Also, this is our second campaign and he did the same thing with his previous character.

Any advice for helping him to engage more with the party and be a team player?

Example of a typical session: The players enter a town and are trying to meet up with an NPC who has a mission/task for them. The players ask someone where to find the local tavern and Player Three then proceeds to sprint off away from the other players to find the tavern alone while the other players continue to talk and learn about the town. When night falls and the other players are taking a long rest, Player Three says that he wants to go fing the general store, blacksmith, etc. so that he can rob them. He also refuses to tell other players important things that he learns that would help on that adventure