It is okay to purchase a long arm from a dealer in another state. But, as I understand the laws, you cannot purchase a long arm from an individual in anther state.
And one flat cannot purchase a handgun from a dealer or individual except in the state in which you reside. This I know for sure. I have worked for a FFL for the past several years.
Enigma can send his parents the money to purchase what he wants then have them or that dealer send the pistol to a Utah dealer for him to pick up. If his parents send it then they need to do the NICS thing. If the dealer sends it then it's never in his parents possesion and no NICS is neccessary until enigma picks it up at his dealer.
If the Wyo. dealer is cool about it, enigma could probably pay for the pistol himself next time he visits if he presents that dealer with a Utah FFL copy and ask the Wyo. dealer to send it there. But he could not under any circumstance take possesion of the pistol himself.