Booked my biometrics appointment and printed the checklist it provided, it says do not sign until you are at your appointment. I assume I just tick the boxes to confirm I provided the mandatory documents and then sign when I am there.
That doesn't apply to applications made in the US. The checklist needs to be signed and uploaded to the VFS website BEFORE you attend biometrics.
This is because in the US, biometrics are taken by US immigration on behalf of UKVI... and so they have nothing to do with your visa application or your documents. They don't even care which type of visa you are applying for.
The biometrics is simply a 5-minute appointment where they check your passport, scan your appointment sheet, take your photo and fingerprints and send you home. Then you have 5 days to mail your passport and scanned appointment sheet to New York for processing.
In other countries, however, the documents are submitted in person at the biometrics appointment, so you take the checklist with you and sign it when you hand over the documents... hence the instructions not to sign until the appointment.
Also, I chose the free service to upload documents, the SMS text alerts, and the return courier service, but it said something went wrong I do not see anywhere else to access the shipping labels and I did not get an email with the labels either. Do I have to contact support?
I believe the return shipping label should be emailed to you, which you then print and place inside the package you are sending, along with your return packaging... if you don't receive it in the next couple of days, maybe try to contact them. Also, check your junk email just in case it went in there.
If you only purchased the return shipping label, you will need to sort out your own outbound shipping via UPS or DHL.