Maybe you can try putting him to sleep in the pram at home one day and see if that will help? Or maybe just letting him fall asleep in the pram when out, rather than enforcing sleep with the blanket over the pram and lowering it etc? With all the stimulation at the shops, he may not be as tired with so much going on.. or maybe that is the problem.. do you have much noise around the house? If not maybe the noise at the shops is preventing him from having a nap? If so maybe leaving the tv on at a normal level or putting a radio on near his room will help.