Where are the Thieves Caches in White run?
Solution 1:
What you saw on his door was not the 'Thieves Cache' mark, which looks like this:
It was the "Loot Here!" mark, indicating that Belethor's shop is a good place to rob. It looks like this:
While the interior of both symbols is the same, the exterior border differs. This matters.
The Thieves Cache mark is only directly on the cache itself - never nearby.
The Whiterun Caches, for reference, are behind Carlotta Valentia's house, South of House Grey-Mane in the City Wall, and behind the Bannered Mare.
For more on Shadowmarks, see this answer.