Sandtrout, well now that you put it that way, it's a little different picture.
To start with you and joeman are right: just because a cop comes and tells you scram, doesn't necessarily mean there's an actual law, or rule. It may simply be this one cop's "perception" and on the spot "interpretation", etc... Or as in this case here, simply because they are duty-bound to answer a phone call complaint (no matter how groundless).
All too often when a cop comes up to usher an md'r on, if the md'r is "skittish", they make the conclusion that this scram means it's "illegal". And they think they could have been "arrested" and all sorts of scary things, when often, it is the furthest thing that will ever happen. Yet, some people just don't like warnings, so to them, it's as bad as having been thrown in Attica or Sing Sing I guess. Now sure, if you purposefully continue, then I suppose you could be in trouble., but not the initial encounter, if you were not violating an rules prohibiting detecting, and if you were not making a mess.
Now that you know that that cop was merely responding to a busy-body local resident call, and that there's no actual rule, then if it were me, I'd just return at a more discreet time. Like, don't bother with the complicated golf tee thing, but just go at more discreet times, when miss lookie-lou isn't at her kitchen window monitoring the park. Like, can't you hunt after dusk? Or from 5 to 7am? etc....