Thanks for taking the time to join and post in the community! We are so happy to have you!
You are correct that at this time there is not direct support for the HazMat type labels that are needed for Lithium Batteries. There is a feature request in our feedback forum for Lithium ion battery support and I encourage you to vote/comment to bring more attention to that post!
As an alternative option, you can use ShipStation's Label Messages feature to add "ORM-D" to a label, however, I want to provide the heads up that this is not an officially supported way to label hazardous materials.