Fingers crossed for the child protection internship!!
I just wanted to say i completely agree with @Hannah-RO and hopefully can make you feel a bit more confident about things.
I have a bit of a problem where i feel a lot of responsibility for my employment and hate the idea of quitting regardless of reasons or how long I've been there. However, I do a lot of training of new staff in all my jobs and have met a loooot of people in different employment cricumstances.
You are definiitely under no obligation to tell the retial job that you have applied elsewhere. They will honeslty assume you have applied to a few places as is and thats why a lot of places have probation periods or trial periods so you can have a feel of the job and leave if you need to and it doesnt impact them very much. When you get the retail job theres usually a few forms you fill in and as Hannah-RO said they probably mention leave period. In my experience if youre very new to the job they often waive the leave period and youre free to go espeically if youre hired as casual.
Basically don't worry too much about it (i know its easier said than done), you don't want to end up in a position where you didnt get either of the jobs because you told the retial place you would probably leave and then didnt get into the CP internship.
Best of luck and hope youre feeling a bit better about everything!!