From my experience:
In PDSR California, the ten day waiting period begins when the dealer files the state DOJ equivalent of the Federal 4473. So if one 'buys' at a gun show (on Saturday) and the dealer cannot file the form until Monday, the ten days begin on Monday.
Other states - with waiting periods - are probably similar but not exactly the same.
This is one of the several reasons I moved to Nebraska, a cash and carry state. In the spirit of total clarity, one must have a 'Firearms Purchase Certificate' in Nebraska. This is based on a straightforward background check, essentially the 'Instant Check' required Federally, is valid for three years and costs a whopping FIVE BUCKS. I put in for mine the day I obtained my Nebraska driver's license (which costs $26.00 for comparison). The certificate came in the mail the same week.
Public employees are also rather friendly in my part of Nebraska, another of those several reasons I moved here from PDSR California.