If you do not yet have a user account dedicated to using the Shipping API, you should ensure that one has been created, in accordance with Adding New Users.
The user should be associated with the API User Group.
This account should not be locked to a warehouse and should be distinct from the user accounts set up for Shipping Configuration.
You will need to add the Username and Password associated with the account to each API request. Refer to the authorisation step in Creating your first Request to a Service.
You can verify the consignments, allocations and paperwork that you have created via the Shipping API, by using the same user credentials to log into Delivery Manager and viewing the consignments in the GUI. If the consignments are not as expected for a particular warehouse, you should ask the user that is locked to that warehouse to modify the carrier configurations and costs as required.