So 3 things stand out to me.

#1. He sold all his belongings.
#2. His only checked bag was the gun case.
#3. How did he get the ammo on the plane? or in the airport? 

You would think that if someone turned themselves into the FBI for "US Intelligence mind control"  The FBI would at least begin a cursory tail on the guy.

 "Hey, this guy just started to pawn all his stuff" BAM! pick him up.

 "Hey this guy just checked into a flight with the only checked bag being a gun case " BAM! pick him up. 

Isn't this the exact scenario the Patriot Act, Domestic Surveillance and the TSA were supposed to protect us from?

The whole system failed us in so many ways it's hard to pin this down to one agency.

but certainly the FBI for not putting him on a watch list, the APD for giving him the gun back, the local Mental Health officials for not flagging him earlier, The TSA for missing the ammo, The airline for not flagging the suspicious fact that he only checked a gun. There is plenty of blame...