What happens depends 100% on who at UPS you get in the luck of the draw so to speek. The UPS shipping store I use is well versed in the laws around shipping firearms. And a Muzzleloder ABSOLUTELY IS NOT considered a modern firearm by BTAF and as others have said can be shiped to your door step.
Unfortunately I am told UPS will not ship either firearms or MLs to Canada, only the USPS can do that, and unfortunately for me, the one by my house are as is so typical of USPS employees not well versed in the law and refused to do ship a ML for me. I wound up using UPS. The USPO is less than a mile from my home where as the UPS store is now about 18 miles away from me as I moved.
The superviser at my local (as well as the other two I went to) told me quite incorrectly that under BATF law a ML is considered a modern firearm and subject to all the same laws when shipping to Canada. I as tactfully as possable first showed him my shipping recept from NatchezSS showing that my ML was shiped to my house, so how could it be considered a modern firearm by the BATF?, and I even found in the USPS regs book were he can ship a ML to Canada, but he was not going to budge.
The only thing I can figure that there are A LOT of anti-gun people working at the USPS, because I have always gotton a extreamly poor reception as well as no success when I tried to ship firearms wtih them. And that was going to four different USPS offices in two different states, three in IL, one in IN. That is how I was forced to use UPS. The UPS store I have used now for over 12yrs has always been 100% fiendly towards me when it came to shipping firearms.