Can't Reset Shopping Cart

I have two options for payment and shipping. One is PayPal with SHpping and one is Cash/Check with Pickup at Warehouse (no shipping).

If I order one item and proceed to checkout, and select Pickup at Warehouse as the shipping method, then Continue to next item and then change my mind that I want the product shipped, I can not re-set the shipping as it no longer gives me a choice, only the date i want to receive the order. I can not go to the next step without selecting a shipping option but there are none visible.
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