"The two Columbine teen shooters got around the law by having a friend buy them the weapons at a gun show (and that friend passed a background check proving that there really is no gun show loophole)."

The "gun show loophole" is not about who buys the guns, but who sells them.  And it's not really about gun shows.  It's about private sellers who are not requred to request a background check vs. licensed sellers who are.  All that your Columbine example "proves" is that misguided people sometimes break the law.

Does that mean that we should give up on the rule of law?  Is that a realistic expectation?