I worked in a mall as a teenager and rolled a big safe across the mall through the mall to a shared loading dock for the store owner.

Rent a cop guys blocked my way at the door challenged me, and I just said “Wtf does it look like I’m doing, I’m moving a safe, get that door!”

So they opened the door, and I rolled the safe into a white rental van and got in the passenger side without incident.

I agree with "walk confidently" but I find making eye contact, smiling, nodding, or even saying "hello" while you pass does wonders to subdue people's suspicions.

It's more the reason why you avoid eye contact. Looking nervous while shifting eyes to avoid eye contact looks suspicious. Avoiding contact because you are otherwise distracted thumbing through forms in a clipboard makes it look like you have a purpose for being there.

I agree, but it requires quickly reading the situation. Sometimes it can be as effective as not making eye contact.

I remember when I was contractor I had to get some screens from another building to kick off the project. They didn't have badges, just somebody at reception. I walked in, took screens almost $30000 worth, carted them out and left. This was my first day, nobody knew me, but nobody challenged me. Only afterwards I realized how crazy this was.

look like you belong, the more psychopatic you can ignore the fact you're crossing the line and act if you're everybody's friend the better

Obligatory Sneakers scene reference:

https://www.youtube.com/watch?v=oG5vsPJ5Tos

That was a great movie and the scene was fantastic but none of the tactics OP mentioned were used there.