You're good to go. Neither you nor the FFL shipped it to any of those third states. USPS (or FedEx or UPS or whoever) shipped it there. The transfer at this point is between one FFL and another. What route it took to get there is immaterial.
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"...A humble and contrite heart, O God, thou wilt not despise." Ps. li
"When law and morality contradict each other, the citizen has the cruel alternative of either losing his moral sense or losing his respect for the law." —Frederic Bastiat
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