Wow, that's really not okay. I hope he gets punished. But what do you do in that situation? If I were the employee, I wouldn't let her take the child without proof.... So then what?

That's ok OP. One day when I was babysitting two brothers after I had left they told their mom that I had locked them outside for half an hour and wouldn't let them back in. All because I wouldn't let them play their Playstation all day, which their mom told me she didn't want that to be what they did all day. Luckily she didn't believe them.

When I see this, I see parents who let kids get away with stuff. My son made a joke like this yesterday and I told him not to do that and he stopped. Make sure the kid knows that when he gets home there will be HELL to pay for something so serious such as this. He'll quit real quick. Or just say "If I'm a stranger, then bye" and pretend you're leaving. The immediate panic response of being left alone will force him to run back acknowledging that you're not a stranger.

Am I the only one who thinks that's amazing, and while it is dangerous, I would be proud if my kid had a mind like that at such a young age

The poor grammar in this sentence hurts my eyes.

You should check with your kid as to who taught him that. And then, keep the hell away from him.

I think that I might kill that kid!

I would go with the outside the store just out of sight, if police do ask, explain what you did and why. Any reasonable officer would understand the situation

take control of your kids don't let them control you.

Then treat him like a stranger and call the police when he wants to come inside your house! But seriously, though, your kid a rotten little brat.