Yep. 'Don't ask, don't tell'.
Ammo for a home-defense gun belongs in the gun. Of course, this 'presumes' the gun owner practices stringent 'gun control' (i.e.: 'This is *MY* gun. *I* control it.'
Good question. Try reading US Const. Amdt. V (that's 'fifth amendment' for the Roman-numeral-impaired), esp. the 'self-incrimination clause'.
'It depends.' In the 'Peoples' Demokratik Republik of Chikago', if 'caught' with an unregistered handgun, you could look forward to eternity in jail. Note also that, in the 'Peoples' Demokratik Republik of Chikago', one is not allowed to 'register' a handgun that has not been continuously registered since sometime before Jane Byrne became Mayor.
'Don't ask; don't tell.' And if you quote me, I'll deny having said it.
-jc-