Sounds like you're doing all the right things to me. When our little "angel", yeah right, did this we removed her from the store asap. If I couldn't do that - because shopping alone - I ignored her completely. She would go balistic.
What worked for us was to leave and ignore. I'd tell her good little girls don't act that way, I don't want to talk to you until you can be nice then silence. She would SCREAM all the way home. I'd not say a word, turn up the radio-it was hard but it worked. At home I would put her in her bed and tell her I didn't want to talk to or see her until she could be nice. 9-out of-10 she'd fall asleep and be a happy child when she got up!!
When she got a little older I started the 1-2-3 thing and at 3 straight to the room. She can play/sleep/watch tv I don't care, she has to be in there 15min. She hates this and it still works at 8. What really gets her is if I totally shut down and don't speak to her, if she can't get a rise out of me she folds.