"Smuggling a nerve gas shell through the border and into the country would be very difficult."
First of all, they would not smuggle the shell. They would drain its binary ingredients into two separate glass containers and seal the containers. Unfortunately, I don't believe that it would be at all difficult to smuggle the binary ingredients (which are safe to handle separately) into the USA.
Second of all, each year, hundreds of TONNES of illigal drugs are smuggled into the USA, along with tens of thousands of illegal firearms. Even CARS are smuggled both into and out of the USA with impunity.