If you have recently updated your store to Magento 2 version 2.4.2, this will cause your Shiptheory app to no longer be able to pull down order details, giving the following error:
Unable to download Shipment 1000018050 from Magento. Error 404 requesting...
To fix the issue, go into your Shiptheory settings and enter that your Magento 2 version is 2.4.2 or above.
OAuth
Another reason why the error message can be showing is that the OAuth on the Magento 2 side has been set to "No"; please make sure this has been set to "Yes" and try the connection again. This setting can be found under your configuration tab and OAuth.
If you have already implemented a workaround for this issue, please keep 'Earlier than 2.4.2' selected.
If you're interested in the background of the issue, Magento goes into more detail here.
If you have any questions regarding this, please contact support.