Shipping to Heard & McDonald Isl.
The Heard Island and the McDonald Islands (abbreviated to just HIMI for short) are barren volcanic islands with no inhabitants. You would not be shipping anything there typically unless there was a research team studying the geographical region for scientific reasons or such type of things. In such cases you would be contacting the research team for delivery and shipping instructions as opposed to contacting a more traditional shipping company like FedEx or NEX or something. Furthermore, since its geographical position is in the middle of the Antarctic Ocean, many shipper would not even go there if it were inhabited because of the difficulty in getting there and the weather conditions being such a factor.
Customs in Heard & McDonald Isl.
If you were to ship there, the Customs process and procdeures would fall under the Australian laws and regulations because the Heard Island and the McDonald Islands are techinically an Australian external territory. That being said, there is not exactly a Customs department or post that will be stopped your parcels being shipped there because it is not a place you would be shipping to in the first place because no one lives or works there on a permanent basis.
Transit times when shipping to Heard & McDonald Isl.
Given their sheer distance from any where populated and the kind of treacherous seas you would have to pass through to get there, the transit times for shipping something to the Heard Island and the McDonald Islands would generally be fairly great. This is compounded by the fact that there are no airports there so you can not ship anything via air mail, and there are obviously no roads going there, so you are only left with the possible option of shipping via ocean cargo freight liners which is the slowest of all modes of transportation in the shipping world.