You can import MOST of your firearms yourself. Some likely won't be admissible due to Canadian laws, especially any magazines.
There is a one time permanent export allowed and Is in conjunction with your settlers documents. I think you need to own them at least six months before export, and cannot sell/dispose of any settler items for a minimum of one year without paying duty.
As part of the moving process, there is some more legwork on the US side. I think it's AES? That you have to create an account with to exports some items. Vehicles for sure, likely firearms and other things as well. US border guys weren't sure themselves about firearms and some other stuff when we did a vehicle under it.
There is no timeline on when your settler inventory has to exported, and it can be done in multiple trips. But the list must be made prior to its submission. No additions afterwards.
Self exporting as part of emigration isn't too bad and much cheaper than using exporters, brokers, etc.