welcome to the hobby! as regards the legal aspects, contact an attorney (not sure what they're called in your part of the world ... barristers? solicitors? ... we just call 'em lawyers) ... be skeptical of what the cops tell you, and be dismissive of what you read 'on line.'
there are plenty of good videos on the 'web' about muzzle loading, but be skeptical of wild claims, or someone who pretends that he is the one truth sayer in a sea of liars ... such people, in my experience, are just looking for an ego boost. if it sounds too good to be true...
powder supply can be sketchy, so stock up if you can ... the stuff has an indefinite shelf life... i have 45 year old powder that's simply been kept dry and cool and i am confident that when i get around to it, this stuff will go bang with no problem.
lead has become very hard to come by (if you cast your own) so when you find a source, get all you can.
wish i had had this forum when i started out...
best of luck, and Make Good Smoke