A firearms dealer would NEVER bypass the background check. To do so would cause loss of his Federal Firearms License and a hefty fine as well as jail time. (This can be explained away with "comedic license".)
When Jake and Holt lock the sheriff in the holding cell, they leave him with his gun. Not only could they have used that gun (as all theirs were confiscated when they were arrested), but the sheriff could've used it against them as they made their escape, as he was not incapacitated or restrained in any way.
Holt calls Terry to get the detectives of the 9-9 to come to their assistance down in Florida, though CJ denies them leave to do so. Even if they were denied permission to travel to Flordia themselves, Terry and the others could have, at the very least, gotten in contact with the police down in Florida to confirm Jake and Holt's story and request their aid.
Latvia is not a communist country, so Charles' adopted son would not call him comrade.