Try throwing the rooster a little extra cracked corn and maybe he'll let you take the thing.
Seriously, If you've already ordered it and it's being shipped to your local FFL it may be too late to redirect it without the appearance of a straw purchase. Your cousin can't collect your gun from a FFL in his state and you can't collect it from a FFL in a state you don't reside in. At least that's my interpretation of the rules. But I'm not versed in gun law and could be wrong...