First, let me say that poor business practices are unacceptable and should be reported to the Better Business Bureau and if applicable, ATF and the manufacturer. If this guy is not a stocking HK dealer, there is little HK can do. From what I read in your post, there was nothing illegal for the ATF to investigate.
Since I have not seen your pistol, I do not know if it is in fact new or used. It is possible to have a "new" gun that has been in storage for 5 years. How does the bore look? Do the sharp edges of the slide show holster wear? Is there carbon/graphite residue from previous firings that was not removed from the guts of the slide (HK does factory test fire but, not a full box or two to leave much residue).
If this pistol in question has been on display a while, people/customers cycling the slide can cause the wear I suspect you are concerned with. Using the felt pen tip may not be the best thing in the world but, it puts the eye appeal back.
What is the overall condition of the rest of the pistol? Do the mags show excessive wear (they will have some drag marks because customers will insert them and drop them over time)? Does the rest of the pistol look worn and feel loose?
If you are convinced this pistol has been fired by people other then the factory, the next best thing to getting your money back or exchanging it for a crispy new pistol would be sending it back to HK for a Tech Inspection (or to a certified HK armorer, perhaps your local law enforcement agency weapons department can point you in the right direction).
I do not like seeing buyers remorse but, it happens for many reasons. Sometimes the seller is at fault, sometimes the buyer but, most of the time a combination of the two and poor communication skills are at work. I do not know what the situation is between yourself and this dealer so, please don't take this comment as a criticism of you.
A couple of more general thoughts.....
Know who you are dealing with. When you buy at a retail storefront at a retail price, you should expect and deserve service that is first class all the way. If the storefront is not a large established business known in the community for a long time, check to see if they are a "STOCKING DEALER" for the manufacturer in question. That helps to ensure some level of knowledge and honesty.
If you buy at a gun show, buy from someone who hits all the local shows time after time that people recoginize. You may pay a little more but, you generally avoid the crooks/shysters. Please remember, you normally get what you pay for so, if it looks to good to be true, it probably is. If you have the knowledge and skill to tell a great deal from a lemon then, buy all means, save some money but, spending a little more today may save money and grief tomorrow if you are less experienced.
Is a pistol that is never fired and left in someone's night stand still a new pistol? This is a question that shows up more then you think with all the gun scares that go on (thanks HCI, ACLU, and all you feel good politicians concerned with 6 second sound bites...). To my way of thinking, a 'used' (or previously sold) unfired pistol most likely is in NIB condition (or near New In Box condition depending on sharp edge wear generally seen at the muzzle end of the slide) but, is not a new gun as customers mean it so, the dealer is obligated to disclose this fact so the customer understands what they are buying. These pistols can be a great deal for the retail consumer because they are mechancically new with very few minor cosmetic blems that will be covered up in normal shooting with the slide cycling and brass being ejected. Add holster wear and being laid down on benches and .... well ....
If you can get a pistol like this at less then retail price, I see no reason to spend the extra money unless it is very important to you to have an absolutely NIB firearm since the finish is the only thing with wear and the mechanical service life of the firearm is not affected at all.
I hope this helps you. Good luck with resolving this fairly and equitably.
Sid
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Tx FFL