When it comes to firearms, the ATF has the rules listed:

https://www.atf.gov/firearms/identif...ibited-persons

The Gun Control Act (GCA), codified at 18 U.S.C. § 922(g), makes it unlawful for certain categories of persons to ship, transport, receive, or possess firearms or ammunition, to include any person:
- who is an illegal alien;

There is no gray area here.
You can’t ship it.
You can’t transport it.
You can’t receive it.
You can’t possess it.

The word ‘possess’ in law means direct occupancy, use, or control. It doesn’t simply mean to own.
As far as I can tell, even touching a firearm can put you in legal trouble.

Now, according to federal law muzzle loader rifles and pistols are not considered ‘firearms’. However, some states have their own laws about it. Check your state law.