I thought at first the wallet was a ruse, and found later in the discussion, it was not. Being lost and then found in a snowbank outside with $900 sounds fishy to me... Makes for a good attention getter phone call to get the cops on the roll though.
You stated that you sat in the chair with your back to the wall and coat over the back of the chair. Then you say you visied the bathroom twice before the officers arrived.
I have to think, the officers were looking to speak to you, knowing there had been a report of a man seen, drinking and carrying a firearm. They just had to nail down which one.
Bad choices you made eitherway, I would chalke this one up and not do it again.