You didn't overlook anything. If the detectives showed up with pictures, that seems to indicate that they were already aware of the individual & you're probably not the first person he had done that to.
Stop trying to be a nice guy- "the # came back to a payphone???" Good indicator of a scam. Follow through and press charges! If you're lucky, they'll catch the guy and maybe you'll get even luckier and have your firearm returned. Dealing with the banks...wellllll, good luck with that.
Local sales paper ads...deal in cash!!!!!!!!!!!!
good luck
MP