Federal regulations at 18 U.S.C. § 845(a)(1) state that Federal explosives law does not apply to “Any aspect of the transportation of explosive materials via railroad, water, highway, or air which are regulated by the United States Department of Transportation and agencies thereof, and which pertain to safety.” If USDOT has deemed your fireworks activities exempt from their regulations, the exception in 18 U.S.C. § 845(a)(1) would not apply.
Federal regulations at 27 CFR § 555.205 require, in part, that all explosive materials be stored in locked magazines unless they are being transported to a place of storage or use by a person who has lawfully acquired the explosive materials. When your vehicle comes to rest for the evening, your explosive materials would not be considered in transit, no longer fall under this exception, and must comply with all explosives requirements under Federal law and regulations for overnight storage. You would also be required to comply with all State and local regulations regarding the storage and transportation of explosives.
All persons are required to store explosives in a manner outlined under 27 CFR, Part 555, Subpart K - Storage, including the table of distance requirements. ATF has outlined alternate methods and procedures for the temporary storage of display fireworks in locked and attended vehicles at explosives magazine sites, as well as at fireworks display sites in ATF Ruling 2007-2. You can find the specific guidelines in ATF Ruling 2007-2, as well as other ATF rulings, at http://www.atf.gov/content/library/rulings.