I am going to pm you with private message how to help this, but this much I will say here. If he had a felony and possessing a weapon, not only will it not be returned to him, but where he bought it from could be too.
You do need to talk to the police. They will tell you specific details but more so, it shows a inquiry for protection purposes. If she is in a womans shelter, they will tell her specific things to do too. She needs to do what she says.. And it never changes..