From experience . . . But not intended to be any definitive guide . . . . and keep in mind that any US airline personnel or other person you may encounter could interpret the actual laws and regulations differently.
I can purchase firearms in the US because I am resident and do not know how a visitor to the US would do the same as there are State and Federal laws that regulate the sale and purchase of firearms.
There is no problem bringing firearms back to NZ as checked baggage but you need a firearms case that can be locked. After you have checked in for your NZ flight, you take the rifle case to TSA to be x-rayed and then pad lock it and keep the key with you. Even with a connecting flight, the rifle arrives in NZ and you claim it at the baggage claim.
Not sure what happens from there for NZ citizens or NZ residents with a valid NZ Firearms License because I don't have one and come into NZ as a Visitor.
As for the firearms case, you can get a short Plano case for about $30 and take the action off the stock which enables you to put a full size rifle in an inexpensive case. I prepaid my Air NZ baggage fee so it cost me $50 for the rifle case. I can fit three full size rifles (Sako / Tikka 22" barrels) in a Plano / Pelican (or similar) double rifle case. If bringing scopes back I will put them in my carry-on bag with other valuables.
You can also bring ammunition in your checked baggage - separate from the rifle case. Make sure you DECLARE the ammunition when checking in. There is a weight limit - check with your airline - and usually the person who checks you in for the flight just asks "what have you got" and "is the ammunition in its original packaging"
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