If you have any doubt about any locations in between, have a gun dealer ship them to a dealer near your destination and pick them up there.
It will cost some money but avoids several unpleasant scenarios.
Shipping to an FFL back home will likely invoke a form 4473 when you pick up your guns. Both the shipping FFL and receiving FFL will enter the serial numbers, etc., in their respective bound books - which they turn over to ATF when they surrender their license. If you pick up more than one handgun per week, the dealer must fill out form 3310.12 and immediately forward it to ATF. Don't know the customary fee in your local but expect to pay the receiving dealer $20 to $25 per gun, maybe something similar to the shipper, plus the express shipping costs.
Spend your money on some good cases and locks, avoid Illinois and Denver, and keep a low profile.