Marilyn - SH is the Shipped Quantity within the Forecast Consumption Period when using Planning Rule H Forecast Consumption for an item / branch.
The SH quantity is tracked when a sales order is Ship Confirmed provided the Order Type has been defined as a type that Consumes Forecast (UDC 40 / CF)
I suspect the text that is appearing may be due to Forecast Consumption periods not having been defined past a certain date - ie. it cannot find the Forecast Consumption Period Start Date.
Forecast Consumption Periods are defined in P3405 and the Period Shipped Quantity held in F3462 Forecast Shipment Summary file.
Check P3405 to make sure you have periods defined from today and into the future otherwise the Forecast will not be consumed by the Sales Orders correctly and Planning may give incorrect planed order messages.
Regards - Vic Clarke
JDE Manufacturing & Supply Chain Consultant