The shooters were not wearing gloves when they loaded the rounds into the clips of their guns. Two fully automatic weapons would expend several shell casings when killing four people. The FBI could have just dusted the casings for fingerprints to ID the shooters.
Agent Wallace threatens to charge a witness with perjury. Perjury is lying under oath and the witness was not under oath. The likely charge would be lying to a federal agent or obstruction of justice.