If he had probable cause to obtain a warrant to search the house, he would have arrived with one in hand. If the Browning was stolen property, you had it's serial number run so you must have suspected something, then the warrant would have been limited to the Browning, which you could have turned over to him immediately and ended any further search, barring any other cause to search further or to seize property discovered during the search for the Browning.
My bet is that he had the warrant in his pocket, limiting him to a search for the Browning. Your consent to the search of your whole house cost you a stolen shotgun. If you bought that from a dealer, you may have cause for action against the dealer for selling you stolen property.
As for a receipt, ask them for a copy of any report they made. You'll need it to sue the dealer. For now, be happy that they didn't charge you with possession of stolen property. Their tactics were not illegal or improper.