To print your label in a 4x6 in format, which is compatible with thermal label printers, navigate to the Labels tab by clicking "Settings" then "Labels." Find the "Default label format" drop-down menu and choose "4x6 in PDF," then save your changes at the bottom of the page.
Once you've changed this setting, your labels will print in the correct format for your thermal label printer. Keep in mind this will only apply to new labels, created after you made the change. Shippo doesn't convert the formats of existing labels. Please note that international UPS labels cannot be created in a 4x6 in format because of the attached commercial invoices (for all other carriers, commercial invoices are created separately in Shippo).