How were goods shipped in the 18th and early 19th Centuries?

I quote:

Hill had raised the idea of creating a parcel post in the 1840s, but his dream wasn’t realised until 1883. Prior to that you could deliver packages privately by stagecoach, but it was the railway industry that dominated the delivery of parcels in the United Kingdom.

So

basically

if you wanted a parcel delivered

you had to pay someone who was "going that way" to transport it for you

and the onus was on the transporter to deliver it to the intended recipient.

Lord Such-and-such

would likely have at his command carriages and/or horsemen and/or pages and/or possibly even ships (either military or transport)

or the ability to pay a trader or other reputable itinerant who was traveling to the place he needed to send said package.

Easy. You just slapped a label on it and dropped it off at the local post office. Hope this helped.

Fundamentally, they employed shipping companies.  While the idea of FedEx had not been realized, there was a need and some enterprising people filled it.