[bmj_23]

You may want to look at using Order Movements to handle this kind of scenario. If you have an order release going from A - C and you create order movements for this based on an itinerary with two legs (A-B, and B-C), you will get two order movements created.

OM1: A - B
OM2: B - C

You can build shipments for OM1, and then when you know the actual destination of OM2 to be D, change the destination of that to be D and build the shipment. The only thing I am not sure of is if you can manually modify the destination of OM2 via the UI. It may be worth checking and depending on the actual complexity of your requirements may be a suitable solution.

On the sell shipment question, it is exactly as Alejandro says - the creation of sell side shipments is based on sell side itineraries. So you just need to create a single leg sell side itinerary from A-D.