Hey blankjungle welcome to the dropshipping community! Happy to have you here. Shipping can definitely be a challenge to figure out when you are getting started, but I'll do my best to add some context for you.
The Oberlo app can not import the shipping into Shopify because it can change depending on the country it's going to, the shipping method, and if the supplier updates it. Yes, that is a lot of factors to keep in mind, but that is simply a reality of being a dropshipper.
Although technically you'd want to double check each product to see every country it ships to, that's most likely not possible if you have a lot of products. I would suggest checking products from a few different suppliers instead, as a supplier usually has shipping policies that carry over for each of their products.
Otherwise, I would suggest focusing on selling to a few countries and making sure you can ship there. I know ideally you want to ship worldwide to start, but once you start advertising you'll most likely be targeting and building customer bases in single countries or regions at a time. Hope that helps!