Why not ask UPS's own website for clear instructions?
If they're in your favor, take a printout and a note about the link to the local UPS facility, and show them. If they stonewall, ask for the manager. If the manager stonewalls, tell him (her?) that you'll complain to "UPS Central," and will name names.
Federal law permits you to ship guns and ammunition from yourself at any address, to yourself at any address. But it has to be "for any lawful purpose."
This does not necessarily permit you to ship from yourself to someone else. (No, I can't quote chapter and verse on this last.)
If regulations keep you from shipping to someone else, then addressing the package to yourself at his address, as a ruse, is not a lawful purpose.