She's wrong - non firearms (parts but no frame or receiver) can ship like a box full of candy. No restrictions, no nothing. You can send them US Postal service, even.
In the case of long guns, complete firearms, or firearm frames or receivers can also go US Mail, or UPS or whatever, but must be declared when shipped, sent 'adult signature required', can only go interstate to or from a licensee, and in the case of a complete firearm, must be unloaded.
Ammunition cannot go by US Mail - must ship by common carrier with proper markings.
Handguns cannot go by US Mail except between license holders, in the course of normal business. Handguns to/from a non-licensee must go by common carrier, and most carriers require that it be sent by next-day air service (because otherwise they can't seem to keep their own employees from stealing them, so pass the cost of these thefts on to you in the form of a higher next-day air shipping costs).
Next time the fedex lady asks you what you're shipping, tell her 'machine parts' or 'returning defective parts', as long as it's not actually a complete firearm, or a frame or receiver.