State laws may be more strict that federal law, but they may not be more lenient. Your bonnet head size restriction is a good example of that.
There are permits that one can apply for that allow nurse sharks (or other species) to be possed for educational or research possession. We receive far more of these each year than we are willing to grant and issue them on using a lottery system after we decide which we are willing to approve. Most get turned down right away, those that have demonstrated an ability to properly transport, house and care for the animals get put into the lottery. Public displays (aquariums, zoos etc... get preference for those types of permits.) It is rare to grant one to a private person with no intent to display publicly.
Nurse sharks do not breed in captivity, so there is only one way to attain one. Go fishing! (Nets, long lines rod and reel, traps etc.... but you still have to go get one from the wild.) And removing one from the water, even to keep it alive prevents it from reproducing, which is why (amongst other reasons) those removed for purposes of being held captive still need to be included in the fishing quota.
I am sorry to inform you, the nurse sharks in your store are not legally attained, and possession of them is not legal either.
For more information regarding these permits go to:
http://www.nmfs.noaa.gov/sfa/hms/fishery_rules/index.htm
Use the drop down menu for 2009 and read the 11-23-09 Exempted Fishing Permit Notice of Intent.