Currently, trading partner must be defined in EDI eCommerce, if you want to import/export edi documents for it. But you can have one generic trading partner and when you get new customer, you just then just add TP site, TP address, APP site, APP addres to it. Then somebody must also add record in trading partner parameters. To do that automatically, somebody must create some utility with some logic for automaticaly creation. Manually that is possible. For example, we have one trading partner for all Adient plants for order import, and on that trading partner is several customer codes. But that is possible, since number of plants is limited, they are not created on weekly basis. In case, when you get new customer on daily basis, I would create separate trading partner and trading partner parameters with some utility to speed up process..  

As Tomaz suggests you need to have the trading partner defined before any processing, but it can be a single shared tradign partner (Shopify in your case).

Sales Order transformaitons can be designed to create new ship-to address on the fly (AND auto-set trading parnter parameters) but from memory it is not able to create new customers.

I guess if you truely trust the inbound data (eg you dont need finnace team to set a credit limit), you could have custom fucntion that creates the new customer and then uses that new value in the transformation.