Hi,
1. The store address is already in the "shipping invoice" by default, so I'm not sure what you mean ?
2. You would have to edit the file "invoice" of the view "order" via the menu Display>Views.
There, you would have to duplicate the whole code, and between the two blocks of code, you could add such line:
<?php $this->invoice_type='shipping'; ?>
That way, when you would click on the "invoice" button, you would get the invoice and then the shipping invoice below.
3. You can create a custom field of the table "order" via the menu Display>Custom fields. Then, in the orders you can add that tracking number, and based on how you configure the custom field display settings you can have it display in the emails when filled in.