I would be equally concerned about the ammo being used in a crime and traced back. E.g. think about the people who sold guns/ammo to mass shooters. Your liabilities would be:
1) Did you dot your i's and cross your t's to ensure 100% legal compliance in your operational process? Otherwise, they might hold you criminally liable.
2) Civil suits by victims/families. Essentially, roll the dice on a jury's opinion.
3) Spending years of stress and tons of lawyer money while the investigation goes on and you respond to subpoenas, get called to witness, get interrogated, arrange your own lawyer, etc.
For #1, having a lawyer review your written processes would be a good start.
For #2, liability insurance.
For #3, there's no defense against that contingency.