Let me suggest an alternative approach. Based on my experience, storing the same information (the Order.ShipTo value) in several places (in the Order and OrderRelease classes) will lead to collisions and problems in the future. So I strongly recommend you avoid using this practice.
If I correctly understand, you wish to create a ShipPlan class that contains one property of the ShipTo type and should show all OrderRelease instances that relate to this ShipTo property.
To accomplish this task, I suggest that you create a non-persistent, non-associated collection of the OrderRelease classes in the ShipPlan class as shown here: Collection Properties in XPO and then filter this collection using the ShipPlan.ShipTo property.
You also don't need to store the ShipTo value in the OrderRelease class, you can get this value using an association between the OrderRelease and Order classes. I created a simple example based on your description that illustrates this approach in action. Please try it and let me know whether this approach meets your requirements.