to capture the thief, you only need to walk around him, literaly, walk 3 steps besides him, and walk to the other side like you want to walk through him, and do this until he dissapear, and them go to the others location and do the same process till he talk to you and tell "you to fine the items" or something like, anyway do it until he tells some different to "snickers snickers", then you will have to farm the items, it will not give it to you, you need to farm it