You have shipper confirmation that UPS delivered the package to the address you pulled from gun broker, correct?
That should be information that UPS collects no matter what the signature request is.
All the signature does is confirm that someone was home when the package was delivered to the address you pulled from gun broker.
I'm still of the opinion that this guy screwed up. Who cares if his "new" address was on the return envelope. You pulled the shipping address from the system that he used to purchase the ammo.
That's a pretty logical place to get his shipping address.
He didn't tell you "hey, use the address on my payment envelope."
By purchasing through gun broker, he in effect affirmed that the address in gun broker's database was the correct address. By not doing so, it's his negligence, not yours.
At this point, it is up to him to deal with UPS and the fact that he screwed up.
My guess is that he's going to try to claim that "the shipper used the wrong address," and you're going to have to make sure that UPS knows that you used an address that he provided, but didn't verify.
"The gift which I am sending you is called a dog, and is in fact the most precious and valuable possession of mankind" -Theodorus Gaza
Baby Jesus cries when the fat redneck doesn't have military-grade firepower.