Is it also possible to ship the box back from the dock or concierge on the ship? Thanks
I don't know specifically about shipping from the concierge or the dock. . . but I will give you MY experience
attempting (notice that important word: attempting) to ship the same box to the Wonder and then back home again from WL during our brief WDW visit post-cruise.
Because it was a complicated shipment, I opted to visit my local FedEx/Kinko's Store. I wanted to get it right, KWIM? I printed off all the address information as well as what info needed to be written on the box for delivery to my stateroom. My second goal was to create a shipping label to ship the box of snorkel gear home from WL. I took with me address info for WL, too. Just in case I needed it.
I will say that I dealt with someone who was both a newbie to shipping AND for whom English was not her first language. (That's not my beef--had English been her first language, she still would not have been the brightest crayon in the box!) We ended up shipping the box with DH's name as the recipient, c/o IDS. I wrote all the info about stateroom, sailing date, etc. on the box. I filled out the form, she typed it in the computer and generated a sticky label for the box. I managed to get them to charge it to my FedEx account.
When I asked to create a tag for a return shipment, I was VERY CLEAR that I would be shipping it back from a WDW resort--I was going on vacation and shipping a box there, then turning around and shipping it back to myself. They assured me that the green "customer shipping record" form they had helped me fill out would accomplish that. I could simply leave it at the hotel wherever they sent their own FedEx boxes from. I verified this several times. No, I would not need to drop off at a FedEx location.
Fast forward to the cruise: Box arrived (I was actually a little surprised--I was not at all sure it would get there based on my experience) in our stateroom just fine. I repacked the box and set it out with the luggage to be collected for our trip to WL.
When we got to WL, I went to place the form in the plastic pouch on the front of the box. . . and noticed it had no tracking number. Huh? How would FedEx track the box? I called FedEx's Customer Service hotline. "How do I get a tracking number?" "The FedEx office will issue you one when you send it from the store." "But I'm not going to the FedEx Store." "Well, then, I guess you won't be shipping your box."

Oh, sure, they could send someone out for another ten bucks or so (I can't remember the amount, I was pretty angry at that point), and I could sit around WL waiting for them all day.

Fortunately, we were well within our luggage amount and could simply check the box on the flight home.
The short version: Make sure you have a TRACKING NUMBER on your return ticket if you want to ship a box back. And don't ship from the FedEx/Kinko's in Colleyville, Texas.
mk