Had the same problems one time with Delta. They checked through to Bulawayo so luckily I had a change of clothes and some toiletries in my carry on as I overnighted in JNB with my gun but no luggage! They also spent an inexcusable amount of time reading their note on gun cases and yes what can be in them. It proves they are untrained on gun handling.
I can’t tell you how many Delta agents I’ve briefed on their firearms protocol! Luckily I have millions of miles and their highest flight status so they are at least polite and listen to me!