You can in fact order a C&B revolver and conversion cylinder separately. You can drop the cylinder into the C&B and shoot it that way. You cannot ship it anywhere with the cartridge cylinder "in the gun."
If you cut a loading channel in the side of the frame, you have manufactured a firearm. Legal for you to do for yourself.
Once you have "manufactured" the firearm for yourself, it is yours forever. You cannot transfer it to anyone for any reason. The only way to get rid of it is to destroy it.
That's the federal end of it. For your particular state ....... I don't have a clue. Suggest you look it up.
Coffinmaker