Thanks all - It didn't work out. I connected airside to T3 and there doesn't seem to be a way to leave airside. All I saw was some Arsenal trinkets (stickers, etc.) - not shirts though.

BAA emailed me - after I completed my flight:

Thank you for your query.

Unfortunately, our only sports shop is located in Terminal 5 and they do not take payment over the phone so we would not be able to transfer your items from their store to terminal 3.

I did get my son a stack of MatchAttax trading cards earlier - which he loves, and am back in the UK often enough to keep him supplied. Again - they sell these cards before security but not after.