Well, since both TR and TS's responses I've had some luck and some staggering treatment.
First. I called and got immediatley routed to the Chiefs office to which he was out and the kind lady ask for the report number, name and circumstances. She dropped a message on his desk. No return call yet.
Second. I decided to call again and when I asked to be routed to the Chiefs office the lady that answered, probably records department said "There's a chain of command here you can't just speak to the Chief"

I reminded her that all officers, even Chiefs are public servants holding a public office and that as tax paying member of the public I shouldn't have to jump through a chain of command hoop to talk to the Chief.
She asked what it was concerning. After I briefly explained she said that the gun was there in the station. Now how did she, a records keeper, know that my case and that gun was in the station lockup ? I replied with "why wasn't the firearm returned to Mrs. Ester W. or given to me yesterday when I provided the affidavit?" Her reply "What business is it of yours where the gun is?"
She then directed me to the investigator that closed the case. After waiting for a minute or two she comes back anf informs me that she's sending me his voice mail. However, not before she decides to again to utter the "It wasn't your gun anyway" comment.
So, apparently since my first call, the firearm is in the lockup all of a sudden or is enroute to the station.
I'm still awaiting the call from the investigator. Like I really expect it anytime soon.
Thanks for the advice. Only when I mentioned the desire to file a complaint with the Kentucky State Police, then the County Sheriffs office and the FBI did she send me to the investigators voicemail.