ShipStation does not have a setting or a way in the app to print 4 labels on a sheet. You can use the following workaround using Adobe Acrobat.
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In ShipStation, set the format of the labels to 4 x 6.
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Download your labels as PDF.
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Open the label PDF files in Adobe Acrobat.
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Click the print icon to open the printing options.
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Click the Multiple button in the Page Handling and Size.
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Set Pages per Sheet to 2 by 2 and the Orientation to Portrait.
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Click Print.