Security guard was injured breaking a leg in an attempt to stop shoplifter: who is responsible for compensating for the injury?

I have been working as security guard for a firm that sends us to large chains of shops (in my case Boots). I was injured whilst chasing a shoplifter. I have been given Statutory sick pay but am finding it difficult to cope. My employers have said that they are not liable if I make a personal injury claim because they were not negligent and they haven't breached any statutory duty. I was actually injured outside the branch of Boots that I was working in when the shoplifter smashed into me and knocked me over breaking my leg. Do I have any claim against my employers? That business of making sure premises are safe for employees cannot apply here because I don't work on premises owned by my employers. In this case I wasn't even in the premises I was working in. Can I claim against Boots? Can I claim for some kind of criminal compensation because of how I was injured? Are my employers supposed to have some sort of insurance to pay me compensation because of the job I do?