Serious question... when they started questioning you and wouldn't tell you what it was in regards to, did you ever think about calling a lawyer?
This is part of why I don't sell firearms for the most part, but even so, I think except in some very extraordinary circumstances, it'd be pretty easy for me (my lawyer, actually) to clear me in a situation like this. I mean... besides alibis, you've got motive, my clean record, etc. I'm not overly-worried about it.
"Arrest me or tell me the whole story so I can make sense of it. Otherwise, piss off."
Yes, I did. It's a long story that I won't go into here. In the end, the entire process would have been much easier if I had a bill of sale.