Support for consignments for shipping multiple parcels in an order

We use Shiptheory to integrate with our courier for labels.

The current implementation of the interface doesn't support multiple parcels in a consignment.  We typically send multiple parcels for an order.  This is a big issue due to cost and customer service.  Cost because we are charged by per consignment rather than per parcel and customer service as parcels can be delivered separately to the customer is they aren't part of a single consignment.  

I request that Dear support consignments of multiple parcels in a single sales order.