We are a new shipstation user and we like the app a lot. The only thing missing is the 4" x 6" format for the customs form (international order). Some of our shipping providers don't use the electronic declaration and we need to print the form on a 8.5" x 11" sheet, print it, and put it in a plastic pocket on the package. It would be way easier to print it directly with our 4" x 6" thermal printer.
From my experience the customs forms are too detailed for most thermal printers and the outcome doesn't look to good. It is possible to print them right now if you select the form to be printed from your thermal printer so you should give it a try yourself. Another thing to consider is you cannot stick the custom form to the packaging because each copy needs to be taken by US customs, Fedex, then the recipient country. So really the only benefit to printing on the same printer is that it would all be on one printer, but the process would be mostly the same. Just my two cents let me know if I am missing something here.
Canada Post is offering the 4" x 6" custom form format on the native Shopify shipping service. I use to print it directly on my thermal printer and slap it on the package. Never had any problem with custom with that kind of label (4000+ packages). Of course, I can print the customs form that shipstation is offering on my printer but the format makes it impossible to read...