stupid question but is there any chance that third party pools can steel our hash power and use to get coins? Only asking as on some pool I get very low return comparing with the official pool?
This question is really beyond the scope of TZC...
But I will attempt to answer...
Technically yes, but not in the way you are asking.
A properly set up pool with properly set up participants cannot (AFAIK) have hash "stolen" by another pool.
However, if the pool server is compromised or any of the pool participants have compromised systems, etc. then you could feasibly see "stolen" hash. But fwiw I have not heard of this happening before (in a specific pool-steals-another-pool way).
What you seem to be referring to is the fact that small pools will have much more variability/luck in hitting blocks.
This means your payouts will fluctuate up and down a lot.
There is also the issue of the hash difficulty--it can vary a lot and will make one day's payout look different from another day.
Also, different pools have different fees.
Generally, you are asking pool & security questions.
You may find more information asking about those in places that focus on those topics--good luck!