I've stayed with the bag as it went to the TSA room at Denver, Phoenix, and Boise, all with Southwest. I've never had an issue, either.
I have done that, also, at different airports and with American Airlines. I've never had a problem.
One time, in Fort Lauderdale, something was amiss, I can't recall what it was, and they were taking everyone's luggage
en masse and I said to the handler I needed to declare a firearm and he said "don't worry about it" and WHISK! - my suitcase was on the conveyor and gone. No problem. I was very surprised and the memory still makes me shake my head in wonderment....
I use a hard sided Samsonite Pullman that has one combo and two key locks. Firearm in zipper pouch inside with ammunition in Factory boxes
.
That's exactly what I used to do with a locking, hard-sided Delsey suitcase. That suitcase was like armor and TSA always said I used it correctly. Sadly, it burned up in my 2018 fire.
Since the loss of the Delsey I've been using a high quality, soft-sided suitcase and the few times I checked a firearm since 2018 I used a TSA approved, hard-sided case just for the gun and shipped is separately (yes, I had to pay a fee for a second piece of baggage). To my eyes the little case SCREAMS G U N!!! but it always makes it safely. One time a ticket agent told me I could put it inside my soft case but I said no because I literally "lock" the zippers with zip ties and I didn't have an extra in my pocket so I figured it was a waste of time to have them cut the zip tie, insert the case into the larger case (it would have fit) and there it goes in an un-zip tied soft piece of luggage.
ALWAYS fill out the affidavit at the ticket counter
I've never seen any kind of affidavit so maybe that's new but it is a requirement to declare your firearms and complete the tag that they put inside your luggage with the gun. The FOPA includes that and you cannot check a firearm in luggage without completing a form if they have one but for sure the little tag that accompanies your gun.
One more thing:
Do NOT have a gun in checked luggage if you travel through any New York airport or Newark. If you tell the ticket agent that you want to check a gun, they will call the Port Authority cops and you will be arrested. The laws in both states are extremely tough, and they have no exceptions
That was my earlier point. With firearms, non-stop flights are the only way to go, actually, but if you do have to make a stop in NY/NJ you better hope that your luggage is not removed from the plane for re-checking for the next flight. If that should happen your best course of action is to check the bags WITHOUT mentioning the firearm. It's risky and the TSA x-ray technicians might spot it and pull it but, then again, they might not. I shudder to think about this problem.......