The guy sounds like he has an IQ of about 60 - why would the FBI be interested in a fake watch?
OP you sound concerned that he has all your details/info - you have all of his info too. It's amazing what you can find out about someone with their name & address.
A while ago I bought some stuff off a supposedly reputable website - nothing to do with watches. I kept being given excuses as to why it hadn't shipped - out of stock, problem with supplier, shipped but now lost in post etc etc. After 4 weeks I still hadn't received a tracking number, just a lot of excuses. I spent a few hours researching the guy - had his name & address. I found out a lot about him, including his age, what school he went to, the names of his neighbors, his parents address and the names of their neighbors, his previous employers, the companies that he had set up which had subsequently gone bankrupt etc - even his his sexual "preferences".
I sent him an email telling him what I knew about him, and that if I didn't get a refund in 24hrs I would send all the info I had on him to his parents, his parents neighbors and his neighbors. A few hours later he sent me a full refund plus a tracking number for the goods which I had ordered - and yes they were delivered... :laugh: True story.