If you have not completed your Shipping Location address and you want to update it, you will get this error: Please complete your Shipping Location address from your Shiptheory settings before shipping, when you retry the order
If you have completed the Shipping Location and would like to update it, the order will go through as normal but old labels created before a shipping location update don't pull through the new address if you retry them.
You will need to recreate the order and fulfill them in your Channel.