If you're seeing the following warning "failed attempting to update warehouse location", the cause is as follows.
If the order was split or merged within ShipStation, the ShipStation API will not allow Finale to update the item level details, such as stock, location, and other fields. Finale can ONLY update the status of split orders, but unfortunately, Finale cannot update any fields or status' to merged orders. This is due to a limitation in the ShipStation API, not within Finale.