Spoilers!! The Story Makes no Sense?

I can't make sense out of the story line of this movie. The key issue is, at what point in the story did Martin get the gun from Mia's bag in the restaurant?

In another post here, someone says that Martin got the gun from Mia's bag before she left town, put it in a drawer, and later used it to shoot Penny. But if that were true, the idea that his search for the gun was really a way of tracing Mia makes no sense. You can't find someone by tracing a gun you got from their handbag. Martin might have been able to find out where she (Mia) got the gun, but that would have nothing to do with her whereabouts later on, after Martin took the gun from her bag and she left town.

If the restaurant scene was supposed to happen in Vegas after Martin found Mia at the end of his search, then how could the gun have gotten into Mia's bag? Surely we arent' expected to believe that after Penny was shot and the case was closed, someone in the Police Department sold the gun and it then found its way across the country to Mia's bag?

Any help here would be appreciated very much.

My favorite opera is Die Valkure. I've always loved horses.