Hi moshe
First of all - It's not very wise to use wildcard searches in VPD's where they invalidate indexes.
The VPD acts as a layer between the User and the Database, on top of the Domain VPD Filter. Therefore this would make for wildly inefficient querying.
I have in the past had problems getting Roles to work correctly when first configured but it is usually Levels that cause the issue as they have some caching to flush.
VPD filters should work in Roports too, provided the OTM Report Templates have been used.
It is important that the table in the VPD (Shipment in your case) is part of the report query also.
Hope this helps
Gary
