I am skeptical also. I would also like to know the answers to the questions you have listed.
If someone actually threw a rock through the window with a slabbed ship attached to it, it would be listed on the Police report, and at least the slabbed chip would have been taken for evidence. I don't know of to many stores that deal in rare coins that do not have at least one security camera running all night long. I believe they even get a discount from the insurance company if they do. I would like to know what was on the tape from that night.
I am sure the store is alarmed, it should be easy to check the police log from that night to see if they received an alarm from that address. Also I see that the receipt from the glass has a notation on it of "emergency". This is usually the case when a businesses window has been broken in the middle of the night, and it must be repaired immediately, not during regular business hours.
It will be interesting to see if he posts a copy of the police report, if there is one. Maybe someone that lives in Vegas could make a couple phone calls and check into this.