I was able to successfully close the purchase with the help of my local credit union. No dealer involvement, as far as I am concerned the dealers in the area can pound sand, and I wouldn’t purchase free money from them in the future.
NMAC customer service was able to get me a scan of the title, and their website generated a purchase letter.
That was ultimately all I needed to complete the purchase in MA. NMAC accepted the check, I see it on my account, and the account is now showing as closed. Now I am waiting for the title to get sent to the credit union so I can finish the registration and sales tax side of the equation.