Notice in cart that all shipping options may not show until address is entered in during checkout.

local_pickup_order_comment_validation.php

<?php

add_action( 'woocommerce_cart_totals_before_shipping', 'local_pickup_order_comment_validation' );
function local_pickup_order_comment_validation() {
    $chosen_shipping = WC()->session->get( 'chosen_shipping_methods' )[0];
    $chosen_shipping = explode(':', $chosen_shipping);
    if ( $chosen_shipping[0] == 'local_pickup' ){
        echo '<p style="font-weight:bold;border:1px solid #000;padding:4px;">Address must be entered into checkout for more shipping options.</p>';
    }
}