"I would imagine, you can't just take it on the plane with you.(i mean as luggage). "
You might be surprised.
You can fly domestically and internationally with firearms. They have to be specially checked and contained appropriately (locked hard case etc.), you have to be able to shoot legally at the destination and all that of course but it can be done.
I have no idea what the Macedonia firearm laws are (not that that'll come as a surprised

) but if they'll let you fly out with it, Australia should let you fly in with it once you've jumped through the hoops at our end.
First, I think you need to get onto somewhere in Macedonia and find out how you go about getting the thing out of the country. Other than the paperwork it shouldn't be too much of a hassle getting it into ours.
Confirm the details exporting it from Macedonia, then get your B709 approved so you can make a move.