It seems reasonable to approach the last known owner to inquire if the pistol was stolen, intentionally transferred temporarily or permanently to this guy, or if it was no longer his property.

It seems ridiculous to do this at 3am.

It seems reasonable to briefly answer said request for the sake of cooperation, something like "I sold it in May, through a FFL".

It seems reasonable to respond with "Lawyer" or "Warrant" if the officer's questioning proceeds past your answer of "I sold it in May, through a FFL".

It also seems a little dangerous to approach the home of a known firearm owner at 3am for any reason. If I was a police officer, I would wait for first light at least. Also, a phone call could accomplish the same thing.