Like I said, importation is something of a pain, and you might as well let SIG USA do it for you. Chances are the overall price will be lower, too, because of European taxes.
But you are unlikely to find anyone who here knows the answers to which is better for sure. Unusual situation, unusual guns.
I'd simply contact SIG in Europe and SIG USA and tell them what you want. They'll tell you what they can do. In the meantime you could also look for a gun shop in Montana with an importation license. Failing that, a US importer that does individual imports.