I was talking to that guy last year, in particular because I didn't know there was a gun shop in Setauket. He said he operates out of a coin and stamp shop. Something like the lady that owns the coin and stamp shop allows him to rent space so he can hold the FFL. I just looked up coin and stamp shops in Setauket and this is the only one that came up. Maybe try giving them a call.
BBC Stamp & Coin Corporation
185 Main St # 1, Setauket- East Setauket, NY