Shipping to canada since no shipping offered to USA?

I’m an american guy, and live very close to the border. I’m on a medieval renaissance sport/fight club team, and most gear that we order is not available to ship to the US, or shipping to canada is just easier since these items are coming from all over. I usually go to pick them up from a shipping store right across the border, and haven’t had issues so far. But since other teams that live much further away may need this service, I was wondering if I will run into any snags or illegalities doing this? I usually just tell the border guard what the deal is and they question me for a little bit, but it typically goes smoothly. And if I do this more, I don’t want to run into issues or anything of the sort. Also if someone orders a sword or axe (blunted, for sport use only) would I have issue with that either?