Been waved at by security a few times a couple of years ago when approaching St. John's for a revisit, but the closest we've been to actually getting caught mid-explore was at Nocton Hall a few years back.
As we made our way into the RAF hospital grounds we noticed a black truck parked up near one of the buildings, my friend was going to just walk straight up to it until I mentioned that it looks a little too clean to have been stood there for long. So we made our way around the truck at distance, heading through buildings so that we could get closer to it without being spotted too easily. We were probably about 20ft away looking at the truck through a window, when I spotted a guy walking around it.
I won't lie, I shat my pants a little (female instinct? lol) and quickly moved from the room we were in to the larger adjoining room.... with there being lots of broken tiles and crap on the floor my footsteps were pretty damn loud! The next minute we know the guy is now in said truck with headlights on doing rounds of the building and complex, we had no idea where he was we could just see the headlights flashing from wall to wall.
We just crouched there in the building like sitting ducks for a good half an hour or so, after it had been quiet for a while we legged it straight out of the building and through the fence without even looking for the truck! Fun times!