When you change your default warehouse, any new shipments created after updating your default warehouse selection will use the new default warehouse address as the Ship From.
Any shipments imported or created before the change in default warehouse will not adjust to the new default warehouse. You will need to manually change the ship from location if you need those shipments shipped from the new default warehouse. To do this, just click on your Orders created before the default warehouse switch and then change the Ship From warehouse.
Note: Make sure that you refresh the page after assigning a new default warehouse, or you uncheck the default checkbox from your previous default warehouse.