I'm not sure these guys gave you the right info.
I don't believe there is any Federal regulations against the private sale/transfer of any gun from one private citizen to another, regardless of what state you reside in and where the transaction takes place. In fact, you can even purchase a gun from a dealer in another state, as long as the gun is then transferred to you, through a dealer in your home state.
Now having said that, understand that I am referring to a face to face transfer, where you go there, buy it, then take it home with you. If you sent him the payment and wanted him to send you the gun, then yes, the whole transaction would have to go through a dealer on BOTH ends of the transaction.
Now, state laws, might be another matter altogether, and that, you would have to check with OH and KY on.
Here's a couple of examples that highlight my points;
A guy I once knew, whose Dad lives in NY state, he lives in TN, was visiting at his Dad's home The Dad handed him his Ruger .41 caliber Redhawk, which he didn't use anymore, and told the guy to take it home with him. He thanked him, and did take it home.
When the guy's brother, who lives in NY near their Dad found out about it, he was concerned that it wasn't a legal "transfer". The TN brother checked it out with the BATFE and they told him that he hadn't broken any Federal laws. However, the state of NY has VERY strict transfer laws on handguns and their pistol permit procedures are a backdoor registration scheme. (How NY has gotten away with this for so many years is beyond me!) The NY brother had that same pistol, (and in fact, all of the Dad's pistols), listed on his own permit, so that when Dad passes away, he can take possession of the Dad's guns without having to forfeit them to the state. So, if that pistol was going to be in his brother's possession in TN, then the NY brother wanted to get that pistol off his own permit. The only way to do so, would be to go to the pistol permit office, (ya know, those communists in the government office at the county courthouse), and show them a LEGAL disposition of that handgun, so that it could be removed from the NY brother's permit.
The TN brother told him not to worry about it, when Dad dies, just turn in his permit, (or just throw it away!), and when they ask what happened to the Ruger, just tell them to go dig Dad up and ask him! LOL. The NY brother didn't see the humor in that, he still lives in NY and has to abide by their laws!
So, a few months later, when the TN brother made another trip to his Dad's house, he took the pistol home, the Dad took it to a dealer, paid to transfer the gun to that dealer, who then sent it to a local dealer in TN, where the TN brother paid for the transfer back to himself. ALL of this just to satisfy "state law" in NY, as they had not broken any Federal laws to start with.
On another occasion, the Dad gave the TN brother's son, a shotgun that once belonged to the two brother's younger sister, who passed away in 1994. They carried that shotgun home to TN and that was a legal transfer by Federal law, but still, although NY doesn't know about it because they have no backdoor registration schemes on long guns, it was an illegal transfer by NY state law. In fact, by NY state law, NO GUN may cross the NY state line, in or out of the state, without that transfer being recorded by, and going through an FFL dealer. So, with that gun transfer, they haven't broken any Federal law, only NY state law and who gives a crap about that, once you're in TN?
Another friend of mine is in nearly the same boat now. His Dad resided in NJ before he passed away. My friend's Mother still resides there and she has, in her possession, several guns, both long and pistols, that had belonged to her husband. My friend wants to go get those guns, which by all Federal law he has the right to do, but NJ state laws are very much like NY's. He would have to have each and every one of those guns transferred to him in TN through dealers on both ends. That's pretty costly, just to satisfy state laws for a state that he doesn't even reside in. He normally flies back and forth to NJ for visits but he can't bring the guns out on a plane without having proper documentation from the state for the transfers. So, he is considering renting a car, driving to NJ, and then driving the guns out of the state. He will have broken no federal laws, since he has every lawful right to take possession of his Father's guns, but he will be violating NJ state law when he removes those guns from the state without going through a dealer.
So, bottom line is, I don't think that there are any Federal laws against a normal gun transfer across state lines, as long as it is a "normal" transfer without any criminal intent, or as long as you're not moving guns across state lines to "traffic" them, (that's a legal term that would have to be proven in court, that you were "dealing" guns across state lines without an FFL). However, when bringing a gun across state lines, INTO the state where you reside, I would be sure to be in compliance with your local state laws.
If I'm wrong about any of this, I would hope that someone would point me in the right direction, where I can reference the appropriate laws.