The "Can not set shipping" error is typically a result from the Shipping Method option set under the Retailer Account or Product does not match the available shipping option for the given seller.
Example: Aliexpress Product supports ePacket shipping to USA but ePacket is NOT available to Brazil.
If your customer resides in Brazil and you do not have a shipping method defined for Brazil then the order will fail for "can not set shipping".
To fix this issue, create a duplicate Retailer account, assign it a new name and set the shipping method for that country (e.g., Aliexpress Standard Shipping).
Then, go to GEO Rules and create a geographic rule that triggers to use a specific Retailer Account for customers from a specific country.