You will need to talk to a US lawyer if stopped by US BATF-LEO who have been known to spot-check Canadian-plated cars.
Foreigners cannot possess loaded ammo, primers and powder on US soil. Reloading equipment is not controlled. FYI, telecopic sights and some gun parts are controlled as well.
If the OP wants to verify, call the US State Department. I did, left a message, they called back and answered my questions clearly and gave me website info.
Better safe than sorry. Not worth ruining your life for a few bucks, sometimes (rarely) it is not even cheaper down south.