Have you .. ever actually bought a gun?

The name of the gun doesn't go with the background check. You can put the background check in and not buy the gun.

It also seems like the NICS is mandated to destroy records after 90 days:

https://www.law.cornell.edu/cfr/text/28/25.9

..that might be the one gap where federal agencies can store information illegally, but they only know you've made an inquiry, not a purchase.

Also you can just buy all your firearms person-to-person and you don't need and NICS check.