I spotted the Thieves cache symbol outside Belathors General Goods in Whiterun, but can't seem to find it, where is it, and the others in Whiterun?
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.