Hi there Vadim!
Adam here from Shopify.
At this time, there is no way to add a signature delivery option onto Shopify Shipping Labels.
We are looking to continue to improve Shopify Shipping Labels, I will add this feature request. I think it could be beneficial to have!
Have an awesome day :)
Adam B | Shopify Guru
Good news! Shopify Shipping now supports signature confirmation for USPS and Canada Post. More details in our documentation here: https://help.shopify.com/manual/shipping/shopify-shipping/shipping-options
Have a great day
In addition to Shopify's integration, you can also try the Multi Carrier Shipping label app. With some tweaks delivery confirmation can be enabled on it and this should work out for you.