Never used UPS no thanks.Not true...
It's not hard to find the UPS policy on firearms. This page pretty much explains UPS policy. I'm pretty sure FedEx probably has a similar page:
https://www.ups.com/us/en/support/s...egulated-items/prohibited-items/firearms.page
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It's not illegal. But like @elwoodtrix said, good luck if the package is damaged or lost. They'll tell you to pack sand when you try to file a claim.