I agree this is alarming.
Studies show the greatest determiner of criminality in the son, is criminality in the father. This is true even if the boy is adopted out at birth and in fact, doesn't know his father is a criminal. So if you're suggesting his father was actually criminal, not just odd, then yes this is something to be even more cautious with.
It's hard to believe a child would steal ammo if he doesn't at least believe he has access to a gun.
I think you need to do a very thorough search for a gun, even in his locker at school and around your hard and garage, and certainly his bedroom.
I agree it's scary and he needs counseling ASAP, wants it or not. He probably needs a tough counselor, someone who will make him listen and open up.
Good luck!
Its possible, however tough to prove. It is very obvious your son needs counseling and now. Don't make counseling contingent upon your son's motivation. Otherwise, he will manipulate the situation by acting unmotivated because he knows that you won't force the issue. If he breaks a law, he will have more than just counseling to contend with on a daily basis. They won't care whether he is motivated or not. Start the counseling process now as it is more than clear that he needs it. Don't wait until he wants it as this defeats the purpose. Also, never give him the choice as he will manipulate the situation as it sounds like he already has done!