The designers have their own pages on the malls. You purchase from that designers page. At least that is what happens on Oregon or the Secrets of embroidery. The same with All Sew Crafty. I don't know of any places where you just purchase from the mall. They are just the selling outlet where the digitizers pay a percentage of what they sell.
If you keep your purchase receipts from the malls you will find the details on there.
For one that I but a lot from is Embroidery Home. Some of the designs have initials, but not all; or I don't know the initials or what the numbers represent.