There's no zencart status of shipped, so if you're setting a status to shipped that indicates you've make changes somewhere and need to make appropriate changes in the Stamps.com code for that too.
Stamps.com does not import orders that have been marked with the status of delivered, so any manually printed postage and manually changed status to delivered will not be imported. There is always the delay if imported in the processing status, you printed and changed status to delivered and then refreshed the batch file before Stamps.com performed the next update. It's hard to say since Stamps.com is still fiddling with the code during the day and disabling some functionality during peak times and turning the functionalities back on once things slow down. I don't have a list of the specifics of everything being disabled/enabled. One thing is that confirmation emails are being delayed 12-15 hours due to the functionality being disabled during business hours.
I must have you confused with someone else who was customizing things a while back and had to have a status of shipped between processing and delivered and was customizing the Stamps.com code to accomodate that status. Sorry if I have things confused there.