Hi,
I suppose that you must have created warehouses in the past, and you must have assigned products and shipping methods to warehouses in the past.
However, you later deleted the warehouses.
This make it so that you don't see the warehouse as selected when you edit a shipping method or a product that was previously assigned to a warehouse but the warehouse id is still set in the product / shipping method.
Thus, the algorithm still group the products separatly on the checkout thinking they are in different warehouses.
As you seem to have a lot of products, I would recommend to go in your PHPMyAdmin and run the MySQL query:
UPDATE #__hikashop_product SET product_warehouse_id = 0;
(you need to replace #__ with the table prefix of your Joomla configuration)
Then, you should have all the products grouped, with only one shipping method proposed on the checkout.
Please note that for shipping methods you can't do it like that as the information is not directly in a column of a table but in a json stored in a column. So you might have some shipping methods that can't be used. In that case, I would recommend just editing each shipping method and saving it so that the warehouse selection is properly updated in each one.