I heard the Russian orphan story from Brian Suits on KFI here in LA.
But when I tried to find his source I came up empty, other than a long Daily Mail article that suggested that this was the case but provided no evidence.
So all we know at this point is that he was adopted.
And I suspect that's right, but the "politically correct" media will not tell us the real story until long after they've wrung out all the anti-gun propaganda value from this story they can.