Hi,
The way you configured your checkout, you're asking the customer to choose his shipping method before entering his address, but usually, the shipping methods available depends on the address entered by the user. So that's why it's cycling back to the shipping.
What you could try is to change the "checkout legacy" setting of the HikaShop configuration in order to use the new checkout system. That might help.
But I would still recommend to change the checkout workflow to have the address before the shipping.