I think maybe one of the guys had one. This sounds like it could be an issue.
Definitely an issue. I personally know more than one musician who were on their way to a gig and got denied for this reason.
Unless you cross regularly or have a Nexus card, you can pretty much count on the third degree, both coming and going. Be prepared. Do your homework.
Your chances of success dramatically increase when you show up with proper documentation, a clean record, and a clear, easy to understand narrative about where you are going and what you'll be doing.
Boring, simple, and truthful...that's the recipe.
I've only once been asked for documentation of my gear.
There is a document available on the US side (at the customs office) that verifies the equipment you are bringing over is yours. You would have to take your gear inside for an inspection and they will issue a certificate. I believe it's called "Certification for personal items taken abroad ". I have several that live in my car for various pieces of equipment. I'll upload a pic later.
That said, I've been asked to show this cert exactly once.
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