maybe stolen horse?? help please

i bought a bay horse about a year ago, and he was suppost to be registered but the 'horse trader' i bought him from has given me 6 stories as to why i cant have them. so me and my trainer have come to the conclusion that he is stolen. I don't know how to find out if he is stolen or not. but he is a cherry bay, with a back right half cornent, a left back pastern, and a very unusual facial marking.