From what I heard it's not legal to buy pistols except in your state of residence. I've also heard that most states follow Federal law allowing you to buy rifles out of state, but there are a few that don't. Illinois comes to mind but I hadn't heard that about Ohio.
Why would you want to keep a NY driver's license now that you've escaped? From what I've heard its not legal to bring guns to New York without a state permit, so why would a person ever want to move back?