Lot's of interesting conjecture. It seems Mr. Ayoob's advice is to come up with a story that can be told and live it.
My story might be that I am a normal guy raised in a rural state, always shot guns, bought all my guns as range guns, load most of my ammo and generally shoot monthly for fun. I got my CCW to make it possible to carry a gun if I need to.
I carry one of the few range guns I shoot regularly because I know I'm safe with it. I have proven my ability to hit what I shoot at in my CCW class and on game. I carry reloads or store bought ammo. Because I load most of my ammo, but buy a small amount to suppliment based on cost and timing. I generally study gun, ammo and reloading decisions for months or years.
For me to suddenly buy a gun and ammo my PD uses for ccw would be a questionable departure from my normal.