I have a most western states legal inline , that uses a 4 wing musket cap .
https://www.knightrifles.com/product/bighorn-max-1-straight-muzzleloader/ often guys buy one of these for a hunt use it for that hunt then sell it I picked mine up for 150 at a local shop.mine is a little older has a plain black stock and metal iron sights not the fiber optic. but a really nice trigger.
that said if 209 ignition is legal then use it 209 primers are 1/3 the price of musket caps not that that is a big deal for the amount you will use it
I prefer real black powder I find the load for that gun much like I would any rifle pick a reasonable starting load nad work up till groups open up then go back to the last good accuracy node and then clean shot clean shoot and keep it up till you know where the first clean cold goes as well as your the next 2-3
muzzle loading is really no different than cartridge reloading except that you only get one peice of brass to work with the barrel and it doesn't ware out but you have to do almost all the same steps except for resizing.
when hunting with a MZ every shot is basically a clean cold bore shot so you need to figure out your cleaning and lube routine and stick to it.
I store MZ barrel down with a sock or rag over the muzzle this way any excess oil/lube runs out and not into he flash channel
to load fire 2 caps in a safe direction , then the 3rd at a blade of grass or rubber band a tissue over the muzzle (still in a safe direction) the gas should blow right through he tissue or move the blade of grass , this dries the flash channel getting any oil left from cleaning out of it ensuring the flame gets to the powder then I run one very slightly moistened patch with a solution of 1/3 rubbing alcohol , 1/3 hydrogen peroxide , 1/3 Murphy oil soap. then 2 dry patches , dump powder charge , then seat my projectile over the powder I do this the same way every time.
for a full bore conical the Hornady great plains works well they are a bit stiff to load but turn in good accuracy and should be legal most everywhere.
the break action inlines with faster twist barrels if you can run them in the state your looking at are cost effective and a bit easier to clean because the barrel separates so easily.