Unless you ziptie or handcuff him, he'll be out of that strap the moment you have your back turned. You'll have about half a second's worth of warning as you hear the velcro rip away.
Some ADHD impulse control tricks w/ running away.
1) Go to a safe place and do the "whistle game". This works best when they're still toddlers. It's essentially training your kids to come when you whistle. You say "Go!", and then when you whistle, they have to come back and "touch your leg" (like 'base') and wait until you say 'go'. Then they dash off and you whistle again. Do different distances. REALLY far away AND reeeeally close. What it does, after several hundred times over the course of a week or two) is train a part of their mind to HEAR you whistle for them no matter how hyperfocused they are. It yanks them momentarily out of the hyperfocus (with adhd-i kids, a soft bell is often used to aid in the transition... but those are sedentary activities). I use my fingers, my SIL uses a whistle she keeps on her bracelet.
As they get older and learn more self monitoring, you'll rarely need to use this (although at 9 I still whistle for my son once a week on average, but better than 3 times an hour!)
CHEER for them. Make it really fun, and a game, and give high fives each and every single time they come back. In a VERY short time, what becomes a game becomes habit/ just the normal state of being.
((ANYONE who objects to this doesn't have an ADHD-c or ADHD-h kid, who will literally run until their feet get bloody, and are often 10 feet away before the part of their mind that goes "I should ask" wakes up. They won't "get tired", or scared, or even realize they're on their own. ))
2) FUNNY WALKING! I used to use this in stores all the time. I'd have my son do teeny tiny steps on his toes, or march, or hop, or belly dance, or slow race, or itsy bitsy spider (fingers or FEET). Something that keeps him occupied and BY me.
3) Small muscle movements (they're as RELAXING as large muscle movements, and girls usually catch onto this faster than boys, but you can show him). Have him bat his eyelashes, wiggle his toes, flex his bum, run his tongue along his teeth, whatever. These are the things all of us all the time in order not to drive other people crazy while WE still need to be moving constantly.
4) LOTS of activity. We homeschool to support this (awayschool in our area is 8 hours long... talk about NIGHTMARE), but even in awayschool there are "work arounds" (like a 6mi walk before school). For my son, he needs at LEAST 4 hours of heavy hitting activity, and preferably 6-10. What I did while he was in preschool was to start of the day with a 6 mile "walk" (took us about an hour). I'd walk, he'd run. Now that he'd older, I walk, he rides razor, skateboard, bike, etc. Wear him out, feed him up. We also have a "sports" schedule that looks nuts. Swimming, Snowboarding, Basketball, Baseball, Aikido... the list goes on... AS WELL AS other physically active things like MUSIC (piano and singing), and drama.
HOW does #4 tie into stores? Well, when my son was still learning self control we would NOT go straight to anywhere I needed him to be calm. We'd go somewhere FIRST to get the vast majority of the wiggles out. You can't wear out ADHD-h kids, it's practically impossible, because they hyperfocus on physical activity. What you CAN do is take the 'edge' off, by running them ragged for 30-60 minutes ahead of time. My nephew (that I care for a few weeks to 3 months a year to give his parents a break) is ADHD-h. I can sometimes skate on my OWN son (adhd-c), but my nephew HAS to be "run" before we go somewhere quiet.
5) Meds or stimulants.