If your ID says you're a Hawaii resident, federal law says all firearms must be sent to a Hawaii FFL.
https://www.atf.gov/firearms/qa/whom-may-unlicensed-person-transfer-firearms-under-gca
You can legally Fed-Ex your guns to yourself.
The problem with that statement is they are not legally your guns if you are buying in a state you don't reside in. They must be shipped to an FFL regardless of whether the seller is an FFL or private seller.
You might find a seller who doesn't check your ID or ask where you live, but that doesn't make the purchase less illegal. Many of us buying from private sellers would hesitate, since it's not unheard of for the ATF to conduct stings at gun shows to catch sellers and buyers trying to circumvent the laws.

I use WA as an example because I have an address and family there,
I also have a tax number with the state.
I did say private sale.
The hard part is making sure you are not buying
a stolen gun as the police won't run the serial number without you presenting
the gun in person so they can arrest you if it was stolen. Their cops aren't any
better than Hawaii's.
My point is there are all sorts of ways to get around asking the Hawaii
government for permission to buy a gun, that strictly speaking don't violate
Federal law, you may be violating the intent of that law, but so what,
the laws are un-constitutional anyway.
My example is this, My cousin who lives in a different state keeps a Colt 45 M1911 pistol that was
my grandfathers. My grand father gave it to me, there was no paperwork and grandpa is now long dead and gone.
It is not registered anywhere, it was USA issued to grandpa in WWI.
If I wish to shoot it, My cousin can Fed-Ex my gun to me, legally,
I'll plink with it for a day or two and send it back.
No Federal, state, or local laws will have been broken.
The intent of the law was pissed all over, but no law was broken.
I haven't actually had him send me the gun but you get the idea.
He shoots it more than I have.