Something like this did happen to me in the Freedom gas station in Prescott a number of years ago. The cashier refused to let me purchase alcohol for my them 18yr old bec she thought it was a sting operation. we left and went to another business and got one can of beer. A short while later my chief buddy who was a patrol Sargent back then called me and came over. We went down to the gas station together in his cruiser bec the cashier had accused me of flashing my gun. I asked him to request the security tapes. He lectured her about violating my constitutional rights bec what she said did not happen. She was fired from her job.
However the difference is that I was in Prescott where all the cops know me also. In your case you were a stranger in a bigger city or suburbs so they had to be cautious. Follow the advice given in your post.
Does your chief buddy still give you free ammo as you stated in previous posts?