The sending FFL screwed up, not you. Depending on your state laws it may not be an issue. Here in WA it would be because all transfers have to go thru an FFL in this state. I'm thinking if you're in a state with nothing but federal law you're probably OK, but I'm not going to bet the ranch on it.

At least call the shipping FFL and inform them of their screw up.

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That's just somebody talkin.