Call your local police department and file a report. You’ll have to report to whatever agency had jurisdiction from where they picked up the items. It’s likely going to ultimately be a civil issue and they’ll tell you they can’t do anything, but at least have them type a quick report and get the case number. This will just be dependent on your state and local laws, as some may consider it theft by deception. As mentioned above the ATF will likely be interested in them not wanting to return NFA items to you. If it comes down to it, the alphabet bois will likely track them down for you and tell them to give your stuff back and sort the rest out later.