Indeed. There has to be a transfer in the state of the transferee. As long as the firearm gets through the door legally, how it gets there is largely irrelevant.
The confusion here is generated by adding a middleman to do the interstate transport. There is absolutely nothing stopping you from legally transporting your own firearms to ANY FFL and either selling them to said FFL, or having them transferred to a legal resident in the same state as the FFL doing the transfer.
The only thing I have ever been asked for is ID so the FFL can show where it came from before enteting their shop.
From my own experience I would contact an FFL in Indiana and explain what you want to do and see if they will be willing to do it, but there shouldn't be any problems, especially if this is between two free states. A few states have registration schemes where you must be able to prove you have divested yourself of a firearm. OP, where is your Aunt residing?
Pennsylvania.