@Ramole,
Can you share the option items of two choices columns?
I don't think the codes you use on the combo boxes out of the form is correct, because the second dropdown items is based on the current records that you have select right Shipping Route, if you clear all record or select another Shipping Route for FedEx record, your second combo box will show another selection.
If text string of Shipping Route selection all begin with the text string of Shipping Method's selection as below screenshot, you can set Items property of second combo box as below:
Filter(Choices([@'Shipments '].ShippingRoute), StartsWith(Value,Combobox1.Selected.Value))
Note: combobox1 is named as DataCardValue1 in the Form

If this doesn't make sense, please let me know.
Best regards,
Sik