FFL fails to make copies of ids

I’m really new to this subreddit, but I have a few questions regarding the subject of ID’s

I recently purchased my first firearm. Today I received a call from the FFL I purchased from stating “I’m ____ from ____ calling and wondering we never got a copy of your permit to purchase or carry so, we need to get a copy of that for our records if you could be so kind as to either a stop into our store so we can get a copy of it or if you wanna email me a picture of that, email me just a picture of it and you can do that as well too I'm sorry my email is gonna be ____”

1. I never failed to provide both valid ID’s, given they ran me through the NICS, but they failed to make copies of my identification. Would I be in any legal trouble for not wanting to go back having been there 3-4 times already the past couple days?

2. I already filled out a 4473 file with them so realistically wouldn’t they have the documentation of the whole interaction federally?

3. I accidentally threw my receipt away for my purchase; but it was made in cash payment, would that screw me over?

I know I could just email them; but there isn’t a way of telling whether or not they are legit other than the “official” branding of their email.