So how do they ship it from Mississauga, Wouldn't the shipping company be doing something illegal then?
Nope. There's an exception in the HTA to allow for that.
Speed warning devices are not prohibited by federal law, so Ontario has no power to stop their manufacture in the province. However, Canada's Constitution does give the provinces the power to regulate transportation matters, and it is through those powers that Ontario can regulate and even prohibit their presence inside a vehicle on Ontario highways, just as Ontario prohibits the mere presence of another legally manufactured product, alcohol, within reach of the driver.Exception
(6) Subsection (2) does not apply to a person who is transporting speed measuring warning devices in sealed packages in a motor vehicle from a manufacturer to a consignee. 1996, c. 33, s. 12.