You bring up a few points, and I'll answer then as best I can, but take note that IANAL.
In PA, "no guns" signs hold no legal meaning. You can walk into a building that has a "no guns" sign while open carrying, and as long as no one says anything, you're legal. There is a short list of places where guns are banned entirely, such as courthouses, but I don't know it off the top of my head. Take note that banks are fully legal for open carry in this state to the best of my knowledge, and K-12 schools are touchy, but I believe that self-defense falls into the "lawful purposes" exception... Since you have a CCW license, I believe that trumps the "no guns in schools act" or whatever it's called.
That being said, take caution that just because it's legal to carry just about everywhere doesn't mean that you won't be hasseled for it. You may walk into a bank while OCing, which I believe is a great idea because it's probably one of the most likely places you'll need to use it, but if the police are called out on a "man with a gun" call because of a certain sheeple member there, expect to be detained for a while, unless it's the rare instance that the police officers are properly trained for what to do in that situation. However, as long as you're not unholstering your gun or waving it around, you're legally OK.
Now, while OC is not illegal on "private" property just because a sign says it is, you can be asked to leave. If you are verbally asked to leave, and you do not comply, then you can be charged with trespassing. That's pretty much the only way, outside of that short list I mentioned earlier, that OC (or CC) can be "illegal". Bottom line: you're good to carry unless someone asks you to leave.
To respond to your specific questions in the second paragraph, I'm not sure who has to ask you to leave. If I were you, and a stock boy tells me I need to leave because I'm carrying a again, I'll ask to speak to the manager on duty regardless. While I'm telling him why his store no longer will have my business, then I can confirm that it is the store's will to ask me to leave. If that is the case, I'd leave the groceries there. You haven't paid for them, so they still belong to the store. However, if I were bored, I'd probably try to bill the store for your wasted time and try to take it to small claims court if the store won't pay.
If I were in a restaurant and asked to leave by the manager while part way through the meal, I would inform the manager that I have not received the goods and services (i.e. a complete meal with full waitstaff service up until paying the bill), and therefore am under no obligation to pay the charges for those goods and services that were not provided, especially since the manager initiated the termination of providing these goods and services. To me, it would be like if you took your car to a car wash and, after the car washer lathers up your car, sees that you have a rosary hanging from your mirror and decides that he no longer wants to wash your car, so he tells you to leave. Surely you're not required to pay for that car wash, or even a portion of it, are you?
If the manager tells me that I need to put my gun in my car or else leave, I would tell him that I must then leave, because he is asking me to do something that is negligent, and could cause many liabilities. Even aside from the fact that I'd like to protect myself while walking to and from my car, it is incredibly stupid to leave a loaded gun in a car, and just a very bad idea to leave a gun and ammo in the car. If that gun gets stolen, it will end up in the hands of a criminal, and then God knows what it will be used for. Not to mention that you'll be out the value of your gun. And you could be held liable civilly for whatever damages are incurred by the illegal and harmful use of that handgun if it can be proven that you held even the tiniest bit of negligent liability. Ever hear of "joint and several liability"? In some states, though I'm not sure if PA has reformed it in recent months, if a victim's family sues for wrongful death in a homocide committed with your gun by the gentleman who stole it, and you're found 0.1% liable by the jury, the guy who stole your gun is found 95% liable, and the guy's girlfriend who did nothing to stop the murder is found 4.9% liable, and there's a $20 million award, but the murderer and his girlfriend have only $1,000 in possessions to pay toward it, you will be responsible for the other $19,999,000. Not to go off on a rant, but it's a very, very bad idea to leave your gun(s) unattended. Giving you the ultimatum to put your gun in your car or leave, clearly the manager is initiating the cessation of services, and obviously you need not pay for them. I'd also try suing for the time you spent there.
Perhaps someone has the relevant statutes? I do not profess to be entirely correct, so I'd wait for some corroboration by other members.