Interesting. Very interesting. *Puts load auditor and OS&D guy hat*
I'm going to assume the story is correct as written. YRC (Yellow/Roadway, they combined a few years back) may or may not be in the clear. There's two LTL freight bills in play here, one for four pieces and one for one piece (the gun crate). The bill for four pieces? Completely irrelevant as it's an entirely different shipment that was received in full.
Problem comes in with the other bill with the gun crate, and very good on Charter for putting their sensitive shipment on it's own bill with it's own Pro number which makes things easier as the one important create is it's own shipment entirely, but may also bite them in the ass. By now I'm sure YRC sent them their copy of the POD for the one pallet. Step one for Charter, or their agent, should have been making sure the signature matches one of their guys and also jives with the date/signature on the other bill that was presumably received on the same trailer. Step 1.5, while they were waiting for YRC to get back to them with that, should have been locating their copy of the POD. YRC bills are carbon copies, YRC gets the top copy back and you keep the bottom carbon copy. Basically checking for red flags. If there isn't one, YRC actually has a good leg to stand on. Actually a better leg to stand on since the crate in question was it's own shipment with it's own POD that they can point to as being delivered and signed for. ATF might choose to make YRCs life hell, or they might take a look at YRCs signed POD, and barring any red flags tell them to have a nice day and switch their attention to whoever received it for Charter.
That said, YRC would be wise to check bone piles and storage trailers at any terminal it passed though or could have been misdirected to, as well as any consignees it might have been delivered to by mistake(and based on my experience with them, is very likely doing or already finished this). Hell, the guy doing the unloading could have signed for it and left it on the trailer and it ended up back in the terminal and in a bone pile/OS&D storage trailer. Or the next guy in line could have taken an early Christmas gift. Either way, you sign for it you own it unless you can come up with a damn good reason.
TL:DR version of all that, barring any red flags Yellow probably is actually in the clear here if the POD they have back was signed for by someone at the Consignee, particularly if it lines up with the other bill for the four pallets. That said, stuff gets signed for and left on the truck or misloaded onto the wrong trailer all the time, so the YRC OS&D folks are crossing their t's and dotting their i's making sure the pallet isn't floating around in one of their bone piles or storage trailers. Charter and their agent would be wise to do the same on their end.