As previously posted, one can always use an out of state FFL to do the transfer. Then the CMP ships to them and they do an FFL to FFL transfer to you using your FFL-03 license. All perfectly legal AND this is the intent of the C&R FFL license.
The state of MD does not have to be involved in this.
True. You’d save yourself the extra trip to your local FFL. That said, even a cheap out of state FFL transfer fees plus shipping to you is probably going to be as much or more than just having CMP ship to your LGS and doing the transfer through them.