I keep wondering about if she had a chance once Hadsell became part of her life, through no fault of her own? I don't see, how as an older man, now father of five, so who may have become even funkier than before in his ways, and with his tendencies toward running off with younger women, that he would have ever let go of AJ, nor that she would have ever wanted to stay around him.
Is there a chance he hid the gun some place he was working at after he claims his boss reamed him, thus the Hadsell's emphasis on 'they'll never find it'? Could it be in a very obvious place once his timeline is known? It may be some place he couldn't get back to or he may have not wanted to out of caution? The other thing could be that he passed it on to somebody he trusts, thus his confidence in LE not being able to find it?