[kerrmudgeon]

I just wanted to clarify: private sales are person-to-person and cannot include any sort of shipment.

Online sales such as all the sites you listed are required by Federal law to only ship to a licensed Federal Firearms License holder who in turn may only transfer to customers after a NICS check. So, online sales are as cumbersome as in-store purchases.

Anything with a NICS check or credit card purchase is potentially trackable.

Also, with a gun registry [proposed in various places], sufficiently smart data mining, and fast processing, it may be possible to detect an ammunition purchase [via credit card] in a caliber in which the buyer supposedly doesn't have a registered firearm.