Rocky Gap is cross jurisdictional. The eastern side is the Red Rock NCA (of course) which is managed by the BLM, but has different rules than what is generally applicable on BLM lands. Basically, unless you are hunting in accordance with state law, you can't have a loaded weapon in the Red Rock NCA and you are prohibited from "intentionally" discharging a weapon unless you are hunting. Is the BLM going to give you a hassle for shooting an unarmed, but aggressive, hobo?
The western side of the trail crosses into land operated by the Forest Service. There's a sign (or used to be a sign) designating the boundary.