Two things:
(1) I've noticed that if the payment is classified by the sender as "Personal", then there is no provision for shipping label.
(2) for years there has been this little-known web page of PayPal where you can print (by typing in the name and address,etc.) a shipping label for anyone:
https://www.paypal.com/shipnow
(Happens I can't reach that page now. Maybe system is down for that page at the moment.)

Robert