WASHINGTON, Sept 1 (Reuters) - In a setback for gun dealers in four U.S. states bordering Mexico, a federal judge on Thursday refused to temporarily block new rules requiring them to report the sale of multiple semi-automatic rifles. Judge Rosemary Collyer said the dealers, backed by the National Rifle Association, had not sufficiently shown they would suffer irreparable harm without a preliminary injunction. She scheduled an October hearing on a permanent injunction. The Bureau of Alcohol, Tobacco, Firearms and Explosives (ATF) ordered more than 8,000 gun dealers in Texas, Arizona, New Mexico and California to report the sale within five...