He was most likely using a modded gun. I generally play with a group of people I know, but if I ever go on xbox live with randoms, it seems like they always have modded weapons and shields.
I don't have Borderlands 2, so I can't compare it. I'll just explain how it works for Borderlands 1.
First of all, in Playthrough 1 and 2, almost everything has a fixed level. Exceptions are DLC2 (Moxxis Underdome), which always scales to your level, and Crawmerax which always has a minimum level.
Things only scale after you've completed Playthrough 2; when you select Playthrough 2 you will get into what's generally called "2.5" -- no new quests or anything, but enemies will always scale.
Quests do not affect enemy levels at all. If (for example) you have accepted a quest to kill "super bad boss" in PLaythrough 2 at level 40, and you don't do it, then get to PT 2.5 and now decide to go there, the "super bad boss" will now be scaled to your level since you're in 2.5. The quest reward given to you, however, will still be at lvl 40.
DLC3 has it's own "PT 2.5" condition -- you have to destroy the Armory on the mission given from Athena (that's the first quest to destroy it, and also makes the end credits roll). Farming the armory is better done with the Marcus missions anyway. Until that, even if your main game is in PT 2.5, DLC3 will still be in PT2.
DLC2 always scales to you, no matter what.
DLC1 and DLC4 scaling follows the main game.
However, the claptrap inventory increases are NOT give if you're in 2.5 (this can be worked around by using a multiplayer game in PT2 to hand them in, or just savefile editing -- Willow Scrubbery in particular is made for such fixes, as it figures out what rewards you SHOULD have automatically).
Best Answer
It's definitely him.
This is a classic case of Suspiciously Specific Denial, a trope which is typically either used to make it obvious that the inverse of what the person is saying is true, or subverted to make people think it's suspicious and later reveal that it was all true and the character was just bad at talking about it.
This isn't confirmation on its own since they could be subverting the trope, but the trivia section on the wiki page for Dr. Ned states:
So it was definitely Dr. Zed in a Paper-Thin Disguise.