The correct answers are The thief stopped to catch his breath while running away. and The thief stopped running when the police surrounded him.

Use stop + to-infinitive (stopped to catch) when someone interrupts what they are doing in order to do something else.

Use stop + gerund (-ing) (stopped running) when someone ceases an action or quits a habit completely.

The incorrect options do not make logical sense: the thief wouldn't pause in order to run when surrounded, nor would he cease catching his breath as an ongoing action.