Once you have uploaded your shipping plans, go to the Shipping Queue main page and select the tab for the Shipping Plans. You will create one shipment by going through the steps after selecting one of the plans to work on. At the Review Shipments page (where you approve the shipment and it sends it to the working shipments area), you will be given an option to create a new shipment or combine it with another shipment if that option is available.
In the image below, there isn't an option to add to an existing shipment since I don't have any working shipments for these warehouse destinations currently:
Once you create the first shipment for a warehouse and approve it, click on the Shipping Queue link at the top to take you back to the main page. Click on the Shipping Plan tab and then go through the same steps on the 2nd shipping plan you uploaded. Once you get to the Review Shipments page, you will see the Add to Shipment option, as shown in the image below:
All you have to do is select the working shipment you just created and it will add to it.