I just ordered, and received my Omega from Natchez Shooter's Supply. It was the lowest price I could find.
Buying blackpowder guns in NY is perfectly legal and there are no real restrictions, except for BP pistols.
The pistols are fine to buy, as are the rifles, but there is an issue in NY when BP pistols and their components are together. Then they fall under the handgun laws and need to be listed on a pistol permit. I don't know if ordering them all together would be a problem, but personally possessing them all together is.

Cabela's might have their own restrictions in regards to NY, but legally speaking, you can buy through mail order anywhere in upstate NY without a problem.

I live in WNY.

Take care,
Bob