Hi,
When the billing address and the shipping address are the same, the checkbox "Use the same address as for billing" is automatically checked.
So, you have to uncheck it and select another billing address.
When I tested it in your website, the shipping address was saved correctly, for me.
What is you "click it many times" problem ?
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.