In the Print Statements Customer Statement Setup dialog add a new "Sort Order" option  titled "Ship-To Num. (separate)".

 

 

This new "separate" option will print an individual statement for each of the "Ship To" customers of a given "Bill To" customer.

 

 

The regular "Ship-To Customer Number" option (which is unchanged by this modification) normally prints a single statement addressed to the "Bill To" customer which includes the information for each and every "Ship To" with all invoices for a given "Ship To" being grouped together.