Did you have to check it as a separate item ALL the way home to Canada or just in Africa?
I had this issue on a recent trip to South Africa. The details are in my most recent hunt report, but in a nutshell, my ammo was in my checked luggage from YYC to YUL to DOH to JNB, on two airlines (Air Canada and Qatar) without any issue.
My last flight on that trip was a domestic flight JNB to KIM. As those of you who have done this know, you need to pick up your luggage in JNB, get through the police check, and then re-check everything in the domestic terminal. It was at that point that the agent refused to check my bag with the ammo in it, stating that it had to be in a separate locked container. I tried just about everything I could to point out that this was the continuation of the same ticket and so IATA rules stated that Qatar's baggage rules applied to the entire itinerary, but of course, she refused to budge, as did her supervisor. Fortunately, the rifle security people saw sense and the issue was resolved without the knowledge of the ticket agent.
This points up what both
@rookhawk and
@Philip Glass have been saying, if somewhat differently - there are rules, and they usually apply. But when you're talking about Africa (or, candidly, North America these days), the rules aren't always applied or interpreted the same way. For example, the rules say the ammo can't weigh more than 11 lbs, but you can run into someone (as I have, in Canada) who says that the ammo and the case can't be more than 11 lbs. All you can do is meet the rules as they are most commonly read and applied, and if a problem arises, deal with it at the time.
So to answer your question, if you have no domestic flights in Africa, you can keep the ammo in your checked luggage all the way. If you have a domestic flight in Africa, you may want to check the ammo as a separate bag all the way, or only for the last segment.
I will say this about Africa vs. North America - I have always been able to solve problems in Africa - one way or another (if you get my drift) - but some of those options aren't available in North America. So I'll take Africa.