Thanks for all the replies. Turned out to be a non-issue. Nobody ever asked to see the ammo or the locked container. I had it in my checked luggage both ways.
When going through Jo-berg I was never asked about ammo. Transfer through Harare never asked either.
On the return checking in with SSA in Harare asked if it was in my checked luggage. I said yes and that was it. Transfer through on Delta and never asked about ammo coming back into USA...by Delta or CBP.
Maybe I got lucky but everything went smooth.