Yes. I have experience with giving friendly cops a honest written statement about something I witnessed only to have it used against me.Yep, that'll make em leave real quick and never come back, ya better lawyer up $$$$$$$$$$$, if you do that, they'll be back with a search warrent if ya blow em off and slam the door.
Your butt your choices Bro
I been there done that, from both side of th fence, have YOU any experience with this situation
I was young and dumb and didn't realize then if I had simply kept my mouth shut it would have saved me a lot of headache.
Keeping a bill of sale is pointless but doesn't really hurt anything. Showing it to the police can hurt you though. They don't collect evidence in your favor, they couldn't use evidence you provide them in your favor even if they wanted too.
If I were keeping bills of sales for private collection I would only show them to an attorney for advice in the case of any potential trouble. Handing any evidence over to police is just asking for further investigation and potential trouble.
If they have a warrant for your arrest then they're going to serve that warrant regardless of your FFL junior paperwork.
If they don't have a warrant then they must respect your right to not answer questions. No judge will grant them a warrant for your refusal to talk.