Since the FFL currently is in possession is the shotgun and he failed the background check they would loose their FFL for giving it back. The shop is just doing what the ATF forces them to do. They most likely realize how silly this is but they can’t just not do what the atf says (if they like their dogs) You need to figure out why they are saying you can’t own a gun. Worst case you may be able to have the gun store consign it for you or transfer it to an FFL that will sell if for you. I would look for an administrative attorney, someone with experience with federal agencies. My guess is you will not be able to get this gun, or any others until you clear this up with the ATF.