You are most likely boned and should write off the gun now.
However, never go down without a fight. Write them some sort of coherent, rational legal sounding appeal letter and someone in the government just might get confused and release the damned thing to you. Don't hold your breath, and don't order directly from outside the country again.
When the elephants fight, it is bad for the grass. When the elephants make love, it is also bad for the grass.