The object you need to update is oBusObj, not oHeaderObj.  Change this:

rVal = oHeaderObj.SetValue("UDF_THIRDPARTYSHIP$", "111111")
to this:

rVal = oBusObj.SetValue("UDF_THIRDPARTYSHIP$", "111111")
Column Post-Validate on ShipToCode is correct, but you might also want to put it on CustomerNo since the ship to code may default from the customer, and I'm not sure if that will trigger.

The object you need to update is oBusObj, not oHeaderObj.  Change this:

rVal = oHeaderObj.SetValue("UDF_THIRDPARTYSHIP$", "111111")
to this:

rVal = oBusObj.SetValue("UDF_THIRDPARTYSHIP$", "111111")
Column Post-Validate on ShipToCode is correct, but you might also want to put it on CustomerNo since the ship to code may default from the customer, and I'm not sure if that will trigger.

Thanks that worked.  Whats is the reasoning for oBusObj rather than oHeaderObj.

oHeaderObj is what you use in a lines / detail script to reference header data. 

The business object where you set up the event trigger is always oBusObj.

If you use CustomerNo, make sure the default ShipToCode is set by the time the script runs (i.e. confirm through testing).  I've had to use PreTotals occasionally (when other triggers don't cover what I need done).