Multiple Ship-to

I would create a Blanket Order and from that individual SO's for each order.

If the objective is to ship to multiple locations in one go - i.e. there is a truck making a tour visiting many f.e. retail shops - use Warehouse Shipment, Use Filters To Get Source Documents, and either filter by Customer and one of the date fields or customize it and filter for Blanket Order No.

At the invoicing stage I would use Get Shipment Lines and filter for Blanket Order No. - perhaps with a customization that prints the Blanket Order No. on the invoice.

At the analysis/reporting/controlling stage well you have Blanket Order No., Blanket Order Line No. everywhere, Sales Line, Sales Invoice Line, Sales Shipment Line, so can perform analysis by that, plus you have lots of data in the Sales Line table on the Blanket Order line, plus you can create additional FlowFields in that that sum up various stuff in the Sales Shipment Line, Sales Invoice Line tables based on Blanket Order No., Blanket Order Line No., etc. etc. Customizing posting logic so that that you have Blanket Order No.,Blanket Order Line No. in the entry tables is easy enough and a big win for reporting. And I would even consider a nasty trick - automatically generate and insert a dimension value for each Blanket Order Line: BO0001_10000, BO0001_20000 etc. because if you have that, you have loads and loads of built-in analysis and reporting tools for this purpose. (However performance must be taken into account. Posting dimensions is a resource hog and a big-time table locker... try not to have more than 4 of them.)

The most important part IMHO is the concept and mentality: you need to convince the customer that something that needs to be delivered to 5 different places is conceptually NOT an SO but a Blanket SO.