Don't worry. Last year I ordered lights, nutes and other equipment off ebay and seeds from various vendors at the same time. It's actually been over a year and I still haven't heard a peep.
It's not the ordering that is dangerous. The busts for those things these days are still low, it's telling people, letting the smell run wild and being dumb while growing that will get you busted.
Some tips though. I personally wouldn't visit a local hydro store. In some places cops are parked nearby almost 24/7, track plates and start snooping around at your place. Digging through trash etc. I've heard of (reading many, many news stories) way more busts from people visiting hydro stores than ordering online. I thoroughly investigated this for days before ever getting started because I was far more paranoid than you.
Don't buy used lights etc off craigslist.
Don't put tin foil or any other crap on your windows. Put regular colored curtains up with another layer of blinds then cover from the inside.
Don't let your lawn, house, yard etc look like shit. Keep it like nice, just like the rest of the neighbors.
Don't put a bunch of exhaust ducting out windows or weird places.
Don't throw anything in the trash that is even remotely growing related. Particularly since it's winter time.
Don't worry about your orders man, you're good.