Your gun shop owner is giving you bad advice on shipping via UPS and lying what the contents are. That would make me wonder what other acts of deception that shop practices.
Ask HK customer service to send you a shipping label. Or ask HK how to legally send them the package. If the package gets lost or damaged and you have to divulge the contents for a claim and/or proof of what the package contained, UPS may refuse to pay the claim.
If HK won't sent you a shipping label, find another FFL and have the package shipped USPS for about $25-35 with insurance. An FFL can ship very inexpensively through USPS with the proper form attached.