Hi,
1. Shipping invoices can be customized via the Display->Views menu. There, search for the file invoice of the view order of the back end.
2. You cannot do it directly from within HikaShop. However, you can export the content ( completely or only the entries you need ) of the hikashop_address table with PhpMyAdmin. In PhpMyAdmin, you can export a table content or part of it in CSV or other formats. CSV is probably supported by all the label software out there. You can look at that tutorial for how to do that:
www.siteground.com/tutorials/php-mysql/mysql_export.htm
Onthis tutorial, it explains how to export the whole database but will want to export only a table so after selecting your database and before clicking on the export button, you can click on the table jos_hikashop_address on the left. That way, it will only export that table.