Play video content EXCLUSIVE

Federal agents had to swoop in to help the high-caliber cowboys from Discovery's "Sons of Guns" locate a shipment of weapons -- including one incredibly destructive machine gun -- that got lost in the mail.

TMZ has learned the gun shop on the show -- Red Jacket Firearms -- recently sent some of their custom machine guns from Baton Rouge to Las Vegas for an event. One of the guns is nicknamed "Master Blaster" for good reason -- it combines a Saiga 12 gauge shotgun with a MAC-11 sub-machine gun!

Sources connected to RJF tell us some of the guns were leased from third parties, and when RJF's shipment back to Baton Rouge got delayed ... the owner of the weapons got pissed and snitched to the Bureau of Alcohol, Tobacco, and Firearms.

We're told the owner reported the guns as missing, and ATF agents sprung into action to locate the weapons -- which are legal and licensed.

Turns out it was just a normal mail snafu -- however, we're told production on the TV show was halted until they got the all clear the guns were safe and sound.