I've had a dog for two months. He was tied to the gate next door to me.?

The home was empty, no one lived there. We took the dog in (Chihuaua)...we have cats and my middle son wanted a dog so there you have it. Some man came to my home yesterday claiming to be the dogs owner and called him Coby. Rico did not respond to him in any manner that suggested he knew him. He was friendly with him and I pointed that out. He said the dog was closer with his wife and daughter. The man claimed the dog was with some girl two wks ago...blatant lie. I stood my ground and told him to get an attorney. he left saying he was coming back in a couple of days with the sheriff to get his dog. I find out later on that he told my son (prior to coming to my house) that he was an off duty police officer and he had better give him his dog. He also showed my son a picture (that he never showed me) that may have been taken from a cell phone. I have some ideas in my next move but I welcome your suggestions. Thank you.