Hi,
There is no way to get the shipping tax included in the calculations of taxes unless you modify the code of the reporting system.
You try to edit the file administrator/components/com_hikashop/classes/widget.php and replace the code (several places):
prod.order_product_tax*prod.order_product_quantity
by:
prod.order_product_tax*prod.order_product_quantity+a.order_shipping_tax
For the filter by state, it would require to modify the code of the zone option of map type reports as it can only handle country grouping, not state grouping. For a developer it would be possible (modifications necessary in both the administrator/components/com_hikashop/classes/widget.php and the administrator/components/com_hikashop/views/dashboard/tmpl/map.php files ) but as a user, it won't be.