5yr old stealing HELP!!!

Has anyone delt with their 5yr old stealing, at first he would just get into mine and my husbands room and steal our drinks or if we brought a snack in there...then he took my hubby switch and broke it, and then at grand parents he has taken their treats, flashlights, walkie talkies, tools... most of which they found but still cant find one of my father in law hunting walkie talkies, and now the school has called and he has got caught twice now stealing either school items or kids toys and a childs snack... they had the schools officer talk to him about stealing but it didnt phase him and also when i ground him for stealing and talk about how its bad he doesnt care, he gets mad he grounded but it doesnt stop him from just stealing something else when he ungrounded. Im scared to take him shopping now if he where to steal from a store and we get blamed and in trouble for it. I just dont know how to handle this. I have 3 other kids and non of them did this, and pregnant with twins in 3 weeks and he suppose to be staying with grandparents again when i have them since the hospital is 2 hours from home and i dont want him stealing from them again ket alone at school. Any advice?