The issue is Which company?

The supermarket chain won't pay compensation to the security guard because its contractual relationship is with the security company, not the guard. The security company is the party with primary responsibility for the guard, and I'll bet a silk pyjama that its hands are in its pockets until and unless it is forced to pony up -- at which point it will sue the supermarket chain.

Note: I am not -- repeat not -- a lawyer. Also, I am Canadian, and all my work experience has been in Canada. But I have been an employee of a firm that put its people on other companies' premises, and I doubt very much that the rules are all that different here.