I have confirmed with the ShipStation Support Team do not appear anywhere in reports. This absence is quite frustrated ultimately these were shipments that occurred and if the user added details such as tracking and carriers these should be part of a report of shipped orders.
Merely a column identifying them "Marked as Shipped" would empower users to run more effective reports instead of having to keep external records which are imprecise and time-consuming.
The advantage for Shipstation is that it will make the platform more robust and "sticky" to users by allowing them to centralise their shipping workflows.
Please consider for implementation as most of the work has already been done. Thanks