I can drive virtually anyplace in this Country including the Peoples Republic of California with a gun in my vehicle no questions asked.
That is the same here in Canada. We don't even need to ship a rifle to a FFL dealer but can ship directly to the buyer. However, we do have tighter restrictions on handguns. We can own them, shoot them and transport them, but they must be registered and we must have a permit.
Regarding your question about the US border guards: As one who has shipped or transported firearms to and from the USA, the US has much tighter export and import restrictions. It has gotten to the point where I only bring antique firearms into the USA. Temporary import and export are not as problematic either way.
