I'm tempted to file a FOIA request for a report of the son's drowning to see whether it was suspicious.
If he had been that meticulous, I don't think he would have kept the gun.
One reason why I believe the campground worker's story is that he specifically remembered Jacques' ring, which Jacques tried to sell. That story also indicates that Jacques and Jane were hard up for cash. That circumstance argues against their being career drug runners. It also suggests a couple of possibilities:
1) They could have been caught stealing. If a couple of foreigners were caught stealing food from a good ol' boy's property, the upshot could be the crime scene we're talking about.
2) If they started to ask around about ways to earn a quick buck, they might have raised somebody's suspicions. Someone might have thought they were ATF agents even if they weren't.
Going with Occam's Razor, though, I still think they were probably car- or motorcycle-jacking
victims, killed so they couldn't report the theft or ID the thieves. If Jacques came from a wealthy family, he might have had a very nice bike or car.