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All three weapons were purchased by Kelley, said Fred Milanowski, the agent in charge of the Bureau of Alcohol, Tobacco, Firearms and Explosives in Houston.
The El Paso report notes that Kelley was committed to a mental health facility in Santa Teresa, New Mexico, but at some point escaped and was later found by police at a bus station in downtown El Paso in June 2012.
The Comal County sheriff said he was reviewing whether his department mishandled the sexual assault investigation.
In the days following the attack, details about Kelley's life before the shooting have been steadily streaming out - painting the picture of an abusive bully, who should have been in a mental hospital or prison.
The sheriff said he was trying to determine how deputies came to believe Kelley had moved and why they did not continue to pursue the case, either in Colorado or after Kelley returned to the area later.