The ability to carry a sidearm will vary based on the country, province, level of corruption, and even your PH's rules.
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My father has been at least twice (including Tanzania, Namibia, S. Africa, and probably more - plus a photographic trip through Kenya). I suspect there was a third, "secret" trip, but that's another story. And, he spent some time "hunting" in Mongolia.
He enjoyed most of the trips, and felt it was worth the trouble. ...But there were definitely some headaches along the way, and some lessons learned about doing your own research.
Even though my father knew that pretty much every fee he looked at represented at least double that amount in reality, he still didn't budget properly for his first trip (Namibia).
He planned for about $5,500 for expenses related to the animals (common plains game), took something like $7,500, and came home with a Visa with an additional $4k on it - after exhausting his cash supply and paying one trophy fee with a rifle and ammunition. And then he still had to send more money over for shipping and customs processing of the hides and heads.
Most of the overage could have been planned for. He just didn't ask enough questions or verify what he was told, beforehand.
His next trip was better planned and cost him less, even though the trophy fees were significantly higher.
On at least one Africa trip and the Mongolia trip, graft was in play when the firearms went through customs. The customs officials refused to release his firearms without a 7-day hold (S. Africa) or 21-day hold (Mongolia) until he slipped them some extra cash. In Africa, he just had to pay it - $75 apiece for three rifles, I believe - or use the PH's loaners (he paid).
In Mongolia ($100 per rifle demand), however, a phone call to the official that set the trip up had the fires of hell raining down upon the two customs officers within a short time. The rifles were instantly released, and the two officers were taken away (likely to be executed and fed to the homeless...).
One other potential nightmare-inducing problem with the Mongolia trip was the necessity to travel through China. Getting the rifles through customs was fairly easy, from what he described, but he wasn't allowed to
take the rifles through China. He had to ship them from the airport to their next customs station at the Mongolian border. ...And repeat the process in reverse, for the return trip.
On the way in, the rifles were three days late (plus the $100/each graft). And on the way home, he had to delay his departure and spend an extra 4 days in China, waiting for the rifles to arrive so they could be processed and shipped back to the U.S.
The biggest problem with the Mongolia trip was the lack of organization and some lying on the part of the Mongol leader. My father was hunting for three days, only to find out that the somewhat-important government official (a friend's uncle) that set the trip up for him never actually got
ALL of the permits for the animals or for export. The Mongol knew he wasn't legal, but told my father that everything was set. Nor did the official properly explain the trip to the locals that were doing most of the guiding. They thought this "rich" American was just there to shoot stuff, see stuff shot, and get drunk every day. (That, of course, wasn't the intent; and he doesn't drink.
).
So, he came home with pictures of a wolverine-like animal that he shot, only to have the locals drag it behind their Lada for 40 miles ("to exercise the evil spirits"); a picture of some sort of boar that was immediately decapitated, stuffed with hot rocks, and roasted while the dogs ate the head; a story about how he was woken up in the middle of the night and told that a local police squad had wounded "his" brown bear for him about 15 miles away ... with hundreds of rounds from their AK-47s, and then bayed it with dogs; and a bunch of pictures of hungover and/or passed out Mongolians.
...Plus a bunch of worthless crap from the tourist markets in China, of course.
Bottom line:
Research.
Research.
Research.
Trust.
...But verify.