Not an answer, but a point of information that maybe can add to the general concept under discussion.
I'm a KY permit holder. We are exempt from NICS if we show our permits when buying a gun.
You ever see any of those lists of "annual gun sales" done by some media outlets that lists KY (population around 4 million) near the top every year? They're not using actual purchases: they're using NICS checks and equating them with purchases, which is flawed data. The Kentucky State Police run a NICS check on all of us once a month, so that figure is inflated quite a bit unless we all buy a dozen guns a year.
If they get a hit a trooper is dispatched to find you and confiscate your card. That's why they run the checks. So the scenario described by the OP couldn't happen in their neighbor to the south unless the miscreant managed to dodge the KSP.