Traces are run by starting with the manufacturer. The manufacturer tels the BATFE to whom they sold the gun (distributor, or directly to an FFL dealer). The BATFE then goes to that distributor or dealer and asks them to pull up the 4473 for the specific serial number and tell them to whom the gun was sold. Then the BATFE goes to that next person and asks where the gun is, and so on down the chain of custody.
Which is why your supposition that selling guns through FFLs means the BATFE will never knock on your door is incorrect. If they are tracing a gun that you ever owned, unless you bought it in a face-to-face private sale, the chain of custody runs through you and the BATFE WILL come knocking on your door (or calling your phone number), because they will have traced the gun as far along the chain as you, so they'll want to either see the gun (which, of course, they already have if it's a crime gun) or find out who you sold it to.