My experience has been that you don’t get to choose like that. I got into a big argument with a driver once who insisted that she would only go to a store which was on the way. I wanted to go to a particular store and she refused. (I think she had another pickup scheduled after me.) If you have a store in mind, I suggest emailing the company and getting it in writing that they will stop where you want.
I have always done the shopping myself, never picked up an order. I don’t know how the timing works for a pickup, since you don’t know if your flight will be late.