Stealing the Countess by David Housewright

Since becoming an unlikely millionaire and quitting the St. Paul Police Department, Rushmore McKenzie has been working as an unlicensed private investigator, basically doing favors for friends and people in need. But even for him, this latest job is unusual. He's been asked to find a stolen Stradivarius, known as the Countess Borromeo, that only the violinist seems to want him to find.
Stolen from a locked room in a B&B in the violinist's former hometown of Bayfield, Wisconsin, the violin is valued at $4 million and is virtually irreplaceable. But the foundation that owns it and their insurance company refuses to think about buying it back from the thief (or thieves.) However, Paul Duclos, the violinist who has played it for the past twelve years, is desperate to get it back and will pay out of his own pocket to get it back.
Though it's not his usual sort of case, McKenzie is intrigued and decides to try and help, which means going against the local police, the insurance company, the FBI's Art Crime division, and his own lawyer's advice. And, as he quickly learns, there's a lot more going on than the mere theft of a priceless instrument.