When I expect leaving a bike locked while shopping, I use my older bike that is not anything fancy, plus I carry two U-Locks and one goes on frame and back wheel and some railing or whatever is available (avoid bike racks that can be loaded on pickup truck with your bike included, also some traffic signs can be unscrewed...). The second U-Lock goes on front wheel and bike frame. Sometimes it is the front lock that is put around some external railing, sign post, or whatever is available. If possible, both locks include the external anchor point.
Downside is, U-Locks are fairly heavy and also bulky.

Also, never lock anywhere in public space your fancy bike, no matter how good your locks are. Those bikes are meant for sport riding, not shopping or whatever else that includes leaving them unattended. Even group rides when going inside a restaurant, someone should sacrifice himself and stay with the bikes.