Learn Finnish: Olemme vielä ruokakaupassa etsimässä maitoa. - We are still in the grocery store looking for milk.

This sentence uses the third infinitive inessive form, which you are learning now. You use it with the verb olla (to be) to say that you are currently in the middle of doing something. Olemme etsimässä means we are actively in the process of looking for something.

Why does the ending for the third infinitive here use -mässä rather than -massa?

This is due to vowel harmony. The basic verb is etsiä. Since its root only contains the vowels E and I, the ending must use the front vowel Ä. Therefore, we add -mässä instead of -massa.

Why is the word for milk in the partitive form (maitoa)?

The verb etsiä (to look for) is a partitive verb. It always requires the thing you are searching for to be in the partitive case because looking for something is an ongoing, incomplete action.

Why does ruokakaupassa only have one p when the basic word is ruokakauppa?

This is an example of consonant gradation. When you add the -ssa ending (in/inside) to ruokakauppa, it closes the final syllable. This forces the strong double pp to weaken into a single p.