First, I’d try setting up 4 Loop shapes going from Shipment, Order, Pack, and Item to the HL record. Just to make sure that doesn’t work. I don’t think it will.
You might be able to do it with some custom XSLT. Set up a ForEach around Shipment, that has a ForEach around Order and so on. Some XSLT’s can not be nested – so I do not remember if ForEach is one of them.
If any case, I’d try using a XSLT Template. You can get some great help at x3schools.com.
Hope this helps.