No matter what you do, just remember to cover your ass.
Your wife said she asked for permission from a Walmart worker. She should have at least remember the name of that worker (they usually wear name tags). This is called cover your ass.
At work, if you want to obtain certain permission from your boss or co-worker to do something, it's better to send them an email and record their permission on record, instead of just get it orally. This is called cover your ass.
As dealing with police, it is very important not to escalate the issue. The police had no idea what kind of person you are, so they are always trigger happy.