I used to run into the same thing... try to ship a black powder rifle and everyone became paranoid. The USPS mail office lady would not ship a rifle, period. Even after I offered to show her in her law book where it was legal to do so. Yet when companies mail me a rifle through the USPS mail, they deliver it. Figure that one out.
Now I take a rifle and try to beak it down so the box is not six feet long mind you, mark is sporting goods, and ship it. I figure if I am caught, it is sporting goods and legal to send. So I am not breaking any laws.
I would tell this person you purchased it from, to wrap it, take it to a UPS shipping station and if they ask tell them it is sporting goods.. a Christmas present if they get real "need to know." And mail it. Although, there are some states that do require black powder rifles to be sent by an FFL holder. But not all States require a FFL recipient.