A federal warrant confirms federal jurisdiction of a case and subsequent federal administration/facilitation of that case in which the warrant was issued. The Sheriff himself offered that the warrant was regarding the Guthrie kidnapping case.
If federal jurisdiction is asserted and confirmed, as it was here with a federal warrant, then by definition it supersedes any state agency's authority on the same or similar matter. A statement or media declaration isn't necessary to defend my assertion - any high school civics book will do.
Does that mean they aren't working together in much the same fashion? No. It just means they've switched roles, and that state and local authorities are now supporting federal authorities on the evolving nature of this case. If a federal judge issued a warrant and they were looking for Nancy Guthrie, her kidnappers, or signs of her within the execution of that warrant, then federal kidnapping laws have now been deemed germane, have now been applied, and have now assumed jurisdiction in this case.
Can the case go back to a state case? Sure, if the feds ultimately determine that the kidnapping doesn't contain the requisite elements that makes it a federal crime. But as of now they clearly do believe that it does and they have compelling evidence of such, as the federal judge who signed the federal warrant confirmed.
Further, the Sheriff's overnight scheduled press conference being snuffed "at the request of the FBI" pretty much as soon as it was announced is another strong indicator of who is now leading this investigation.
JMO.