How might it be a sting operation? A firearm was stolen from me. The letter I got was from the LA police. It looked pretty official. I am honest about this but now you have me worried about the cops and what they may be up to. I am honest and ancient citizen who has never been in any sort of trouble with law.
UPS will still ship guns, they just have to be shipped next day air, (as of a coupla years ago). See if the police will ship it to a dealer near you c.o.d. or prepaid.
Good luck.