I don't know if this is the kind of thing you're after, but it was one of the first results in a google search (that wasn't for postage-paid labels): https://www.zenstores.com/  (they also look to be UK-based, and I couldn't see any info re: international support.... but it might help you to refine the search for something you can use). 

I'm not sure about importing and auto-formatting without third-party software, for printed labels I personally just copy/paste them from the order details or payment notifications into a template in Open Office (just a standard word doc that's divided into cells which match up with blank sticker sheets) and then print (well, with orders from another website I do, because they are displayed several to a webpage so I don't have to open up individual order details on multiple pages, eBay orders are all domestic so I find it quicker, and easier to just handwrite all of the addresses on letters I send)

The only non-third party alternative I can think of is downloading as a CSV and possibly setting up a formatted spreadsheet template.