Why are you so concerned as to whether this guy is infact a warden or not? If you are working in an establishment which is familiar with local and federal laws when it comes to collection, purchase, and distribution of specific animals, and you are all in compliance with such, then you have nothing to worry about, and shouldn't be getting so worked up over it.
Sure, he may be annoying, coming in on a regular basis, asking for animals which you know are illegal to sell, but you can look at it two ways;
1. He is a warden. In this case, you need to worry more about figuring out WHY he keeps coming in, rather than who he really is. Departmental entities, no matter their personal views, generally don't give much attention to your average pet shop/fish store. They have bigger "fish" to fry, and do so regularly, so to go out of their way to continually inspect/investigate a location, typically lumped into a low-concern category, should have your red flags-a-wavin'.
IF you know for certain that your place of employment does not import/export/purchase/possess/transport/sell/distribute or otherwise involve themselves in illegal activities reguarding wild/captive bred species, and are certain they never have, nor ever intend to - then you/your employer needs to take a higher interest in their reputation and frequent customers, being that if one of them, or someone they know suspected such activites and made a call, that would explain the recent attention you are all receiving. Furthermore, he/she can contact your local Department of Fish and Game, and inquire as to whether there has been a concern raised with your establishment, and also ask who you might contact to request a review and inspection of your facility.
Agencies differ from location to location and are subject to local and federal law, so you will need to do some research to find out which body you'd need to go through in order to obtain said inspections. But they can be done, and information gathered from such is recorded and distributed to governmental bodies. SO, if you are under investigation, proactive measures are your best bet to get to the bottom of this, and avoid not only further annoyances and suspicions, but also to have on record a rewiew of operations, and a little peace of mind.
Reports can be made annonymously, so you may never know who initiated this, if this individual is in fact a F&G Warden, so don't waste time trying to be a detective, take action to secure proof of your innocense and make your establishment open and welcoming to regulatory agencies.
Questioning the individual won't get you anywhere if he is indeed a warden. NO, they do NOT have to disclose their identity or position to you, and can, by law, aside from intentional entrapment and within their scope of authority, utelize whatever means necessary to secure information and evidence pertinent to their case.
View point number 2: This individual is not a warden, or any officer of the law, but rather simply either
a) Heard from someone that you guys might be selling these animals, so wanted to try and obtain one or more of them
b) Thinks these animals are cool and wants to own one, so is checking out yours and other stores to see who, if anyone, carries them and would sell them to him
In either scenario, you'd need to make sure to inform him of the local and federal laws surrounding these animals, and reiterate that your facility neither carries them, nor is willing to order them for any customer. Period. Additionally, you need to inform him that if he were to come across a store which did, or was willing to order them for him, that not only the store, but he himself would be in violation of said laws, and subject to full prosecution to the extent of the law (which includes not only heavy fines, but jail time as well).
