From my experiences:
A package marked GUN depends on the label being compliant and marked GUN and I am not aware of that service nor is anyone from Fedex in this thread. Shippers think that putting their own stickers on a package matters, it could randomly, but from Sales telling me that the drivers aren't responsible for customer labeling, only official marks on the actual shipping label(s) or official carrier supplied labels.
As someone mentioned in #3 above, it looks as if per the Service Guide firearms are to only go out Proirity Overnight, so if this went anywhere, Fedex would probably lay blame totally on the shipper for violating the Service Guide. A lot of people just want to play dumb shipper, but those that do ship for companies should be shipping experts to the point they read the carriers Service Guide's, why settle for less?