And there's a big problem if there's any chance your plane will be diverted to "denied territory" as I like to call it: if the system doesn't put your bags in another plane but demands you take possession of them until you can get a flight or whatever, you're screwed if you have to continue by plane. When you go to the counter to check in again, and declare your gun(s), surprise! you aren't legally possessing them. I don't see much choice but to never take possession, or use some less searched method of ground or rail transportation to get back to the real USA while crossing your fingers.

Theoretically there is a federal protection for possessing an unloaded weapon locked in a case (with the ammunition in a separate locked case), provided that you are simply passing through a place where it would be illegal (e.g. flying from Seattle through NYC to Vermont, for instance) but the local respect for that protection may vary. New Jersey, for instance, completely ignores it (you will get arrested and charged, but that works as a defense to the charge).