But since you're worried, common-sense suggests that when he sends you the copy of his local gun shop's FFL, you might contact that gun shop and verify it, and also check the FFL online with the ATF:
https://www.atfonline.gov/fflezcheck/
Seems like you're being careful to stay legal, and are documenting that in your emails. Keep doing that. Keep copies of your emails and the ATF/FFL check result.
Trust your instincts and if something smells bad, just drop it.