I would worry more about a parole violation. Federal prosecution of the firearm charge is possible. Is there some reason to think that there is a federal violation in the theft? If not, it would not interest the federal authorities. Much depends on why the state charges were dismissed. The federal prosecutors are not looking for cases that were too weak for the state prosecutors to bother with. Did the state dismiss because it was aware of federal interest? With no more information that you have provided it is impossible to give a more helpful answer to your question.
Your question and concerns are good. It is discretionary if the Federal prosecutors will seek charges. The violation of "Parole" is the immediate concern.
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