They have the gun but probably can't trace it to the shooter because 2A advocates have blocked every attempt to have an actual gun registry. So guns routinely get sold person to person and not re registered and stolen guns are often not reported.
And, Governor of Utah is complaining Russia and China are spreading disinformation that's harming the investigation, one example was the sign language guy. Guess who disbanded the group whose job it was to fight disinformation and stop it, Donald J Trump.