Any questions they ask you about anything other than your driving or vehicle you don't have to answer. They can ask, but you aren't required to answer and there is no way they can legally compel you to. So, they can ask you where you are headed, where you were coming from, if you live in the city (since it should be on your license), and you are required to answer, but if they ask where you work (if you weren't coming from or going to work at the time) or what you do for work, for example, then you don't have to answer that. You can instead ask them what that has to do with why they stopped you. If they can't plausibly relate the question to your driving or vehicle, or refuse to try to relate it, then you don't legally have to answer.
They can refuse to give you give you a reason why they stopped you until they find out who you are or who you claim to be. This is just a precaution they sometimes use for their own safety. But if they were doing it for that reason then they would tend to be polite about it rather than belligerent. As to your license plate lights, there could be nothing at all wrong with them, but if there is then changing the lights alone might not fix the problem. The cover over the lights might be dulling the lights, or the lights might not be bright enough, or the angle they are shining on your plates might not be a good angle. So you should try changing any or all of those things, too, and check if it actually has made a difference.
Suspicious activity? Well, you seem to be aware of the patrol car when you are coming out of Walmart and feel that they are going to stop you again, so realistically you could be showing signs of being nervous and whatnot when entering your vehicle and while driving. That counts as suspicious activity.
But while they might be able to somehow justify stopping you, that doesn't mean they are stopping you for a just reason. It could be racist, but it could also be that you are on some watchlist for some reason. Maybe someone you know or associate with is involved in criminal activity, but you aren't aware of it. Or maybe you have the same name or fit the description of someone involved in criminal activity, so you are on their radar mistakenly. What you should do is record every time you do get stopped and get the badge number of every officer who stops you, so you can reference it later if need be.