Since when do security guards have authority to hold you?
Exactly.
If they are properly licensed security guards, the first course they must have taken was the "power to arrest" course...so technically a properly licensed security officer does have that authority.
Of course,the last time I worked security was 15 years ago, so who knows how many changes that have been made, especially since 9/11. I am sure, though, that the changes that have been made, have not erased the requirement of the Power to Arrest course.