He wants to see the guns sold at Walmart?
The Walmarts are in the ‘burbs out in NJ or on Long Island. Not sure they have guns, unlike the Walmarts near where kids would go deer hunting in the morning before popping into school.
Here's a Canadian template letter that we use and which works for the US too:
Canada — formerly one of the leading countries in child kidnappings due to how they did the numbers — is more picky than the US even when traveling alone with a child who is a biological descendant of the accompanying adult, so good to have it because sometimes routing via Canada can be useful. Just edit out Canada if you want and perhaps keep copies of the parents' passports plus the personbevis for the child showing parental relationship.
Video calls to parents work with the US too. CPH and ARN passport control don't seem to care too much about such letters for non-stops to the US. US CBP also rarely cares and goes mostly based on passengers' demeanor although saying you have a letter can be enough or useful at times anyway. If going via other countries, letter necessity varies based on national policy and also in practice.
I also suggest getting a parental letter giving you medical authorization decisions for the child while in the US.