I am not sure how that works if the guy sold you a phone that was still under contract. I would call AT&T and explain the situation, if you have not already. If you have, then can you reach out to the guy on CL? I wonder if he did sell the phone while on contract to upgrade to another and if he did, I wonder if there is some kind of issue if the guy didn't pay AT&T whatever was owed on the account. It is hard to say. You are the rightful owner if you purchased it outright from a third party BUT if AT&T didn't get their money then they're going to want that.
Another thought is this guy's contract should be done as well as it is a 2-year contract on a 2-year old phone. The assumption being that he bought it on or near launch day.
Best you can do is continue to work with AT&T, escalate to someone who has a decision making bone in their body and get your CL transaction info together. Also, for future reference, when buying something like this on CL, always print out the CL ad (to PDF on your computer) and have that combined with e-mails. I don't do it for furniture and junk like that, but I do it if I buy/sell any iDevice or similar.
Hope it works out for you.