The manufacturer can legally ship the gun back to you, but it will likely go UPS with adult signature required. I am quite surprised your FFL did not know this, as they should be aware of this. Any chance your FFL was going to charge you a transfer fee to "receive" the gun for you?
I have had a few guns shipped back to me from the manufacture, including Ruger and H&R/NEF. I shipped two Ruger revolvers back to be reblued at the factory, and both were shipped directly back to me. With respect to NEF, I've sent two or three frames back to have barrels fitted, and in every case the guns were returned to me.
Ask the guys in the NEF Handi forum, and they will also tell you that the manufacturer can return the gun directly to you.