Elias here with Shopify Support. Thank you for reaching out.
I understand that customers are receiving an error that your shop doesn't ship to their state when checking out. However, it looks like we’ll need to access your account and take a closer look at your Shipping settings in order to resolve the issue. While we’re not able to provide account-specific support via the Shopify Community at this time, our Support team would be happy to continue assisting you through live chat, email, or callback. To create a support request, please visit the Shopify Help Center and log in to your account.
It's possible that you may have also created a separate shipping profile, which may contain some of your products - can you check if you have shipping rates assigned to each of your shipping profiles? This may help speed up the troubleshooting when contacting our Support team.
You can double-check these settings to make sure that everything is working properly.
If you have checked everything but nothing works. Try setting up a shipping rate for the location that accepts pickup. In your location, create a new rate call Local pick up and leave everything blank. That just means you don't have shipping rates or zones, but that location is now treated as a fulfillment center.
Check on our posts to see how to set up shipping profiles.