Where do you think illegally acquired firearms are sourced from?

ATF traced 70.2% (1 million firearms) of submitted ‘crime guns’ to having originally been purchased from a dealer. An additional 22.6% (⅓ million) were from pawnbrokes. [page 7]
In 12.2% of the cases [page 26] purchaser and possessor was the same. One or more guns are stolen in 63% of household burglaries. PDF: ATF NFCTA vol2 part3, Crime Guns Recovered and Traced

From conclusion page 41:

Traced crime guns typically originate from the legal supply chain of manufacture (or import), distribution, and retail sale. Crime guns may change hands a number of times after that first retail sale, and some of those transactions may be a theft or violate one or more regulations on firearm commerce.