Religious language is a sure sign of a scam. They prey on people who feel that they must be christian so they would never rip them off. As you know by now, you can't trust anything THEY put up on a site; you need to get independent recommendations.
If the police are going out on a weekly basis, you can be sure they are up to no good. I can't stress this enough: your horn is in danger of being lost forever. I've seen this exact scam in the instrument world before. You need to demand they give you the tracking number.
Honestly, depending how you feel about the horn, I'd spend a couple of hundred bucks and fly there personally and pick up your horn. I don't think you see it otherwise.
I see you own an airplane company. Good god man, take a trip to Tennessee.