I'm assuming your meant "our" bag and not out. This is what my wife and I did last year with basically no problem We did have an issue at the Delta counter at Tambo when we were returning.
The Delta counter lady said the bag that the ammo was in had to be locked. I showed her that it was. She replied again that the bag had to be locked. In complete bewilderment I showed her that the ammo box was locked. She then tersely replied that the suitcase also had to be locked. I asked if I take this lock off the ammo box and put it on the suitcase that would be okay? She said yes.
I'm not kidding.
Unfortunately the padlock on the ammo box was too large to fit the zipper tab holes. Fortunately there was an extra one of those little toy locks for the suitcase on another bag. I never bother to use those since I see them again to be toys. But, the Delta lady was satisfied by that. Again I was bewildered.
Now I don't think the woman had a clue, but sometimes it's best not to argue. My point being, carry extra locks, you don't know what you're going to run into.