You need Cassandra's advice here!

She's our discipline expert!

Just kidding, Cassandra!
But I'll guess she'd say that consistency is key in getting them to listen and behave.
We do time-outs with Vanessa but they don't always work. She'll get out of time-out and still be bad. We have tried asking her if she knows why she's in time-out and 50% of the time she's clueless and she'll say "I need to be nice?"
Hang in there. I've been through the sweating, anxiety attacks at the store with a screaming, running child too! It's embarrassing but remember, we've all been there at one time or another.