I've got some experience with this issue.
All interstate shipping is regulated, and prohibited without a permit. There seem to be exceptions, and to me, the first
mistake would be to ask an authoritative agency.
Overseas shipments of livestock are also prohibited and you'll never get a permit unless you're a professional
entomologist or work for a zoo.
Realistically, I've never heard of any issue with shipping any livestock within the USA, and with overseas I've never heard of any of my
trading partners from InsectNet.com, having an issue. A lot of things are illegal that people ignore, speeding in your car, texting and driving,
underage drinking. Breaking a law, or rule is a personal choice and hobbyists are unlikely to have an issue, unless they're careless, just like any other
law or rule. I have spoken with one person who was caught raising Actias selene, he was fined and did not disclose the amount. I have spoken with
another person who told me he knew several persons who were caught importing beetle livestock from overseas, and the fines were in the 6 figure amounts,
and go with increased scrutiny. If you choose to accept the risk, I'd communicate frankly with the seller about these issues.