I had a look at IDOC_OUTPUT_SHPMNT and see no reason why the segment should not have been added. It may be empty but the routine to create it should be called. The you can fill the data with customer exit '002'. The catch-all solution would be to build a wrapper function, e.g. Z_IDOC_OUTPUT_SHPMNT which in turn calls the original function IDOC_OUTPUT_SHPMNT. This will build your IDoc the traditional way. Then you can process the created IDoc data and manipulate your segments as desired.
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