Not correct.
Assuming you are also carrying ammunition:-
The firearm can travel on the Dash 8 (or ATR or F50 or whatever) if it is securely locked in a gun compartment or gun case, or (I forget the precise wording) is otherwise inaccessible to passengers during flight.
In other words, it is acceptable for the gun to be in a soft cover, unlocked, if it is buried under a pile of baggage. Alternatively, you could have a secure gun case on board (many aircraft do), and the skipper keeps the key.
If you are not carrying ammunition, then there is even less problem.
Rule #1, as always, is check what your Ops Manual says you can do.