I would imagine a regular FFL transfer would work. See if your FFL will accept from a private (non-FFL) sender and since there's no Sale occurring, if they'd process it any differently than a sale transfer. I would imagine that the ammo would need to be sent separately (as usual).
Is there a family member you could meet (half way) in New Mexico, for a hand-off?
(unsure about the legality of this... IIRC, You can "Buy" in any State bordering TX, but...)
It's not illegal to own a Nazi Issue weapon... I have a 3rd Reich P-38.
FFL to FFL would be the best way. Go to your closest gun shop, explain the situation and see if he will do a handgun transfer. If so, then have the guy in AZ do the same thing with an FFL dealer near him.
It's a simple paperwork thing that the gun shop owners are used to doing.
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