You may see that there is no emails being sent for "Shipment Update" and "Shipment Out For Delivery". This will depend on the shipping carrier you're using.
Three things are needed by the carrier to be able to send these emails out.
The carrier itself has to support these kinds of updates.
The carrier must be listed (by name) in the "Shipping carrier" drop down box in Shopify. If the specific carrier is not in this drop down menu, it likely will not send these updates.
The carrier has to manually update the status of the orders for these emails to send.
Here is a list of a few of the most popular shipping providers that support these emails;
UK Royal Mail