Your client may not understand that although they have chosen Overnight Shipping, this does not mean that they will have the order tomorrow. You'll want to be sure to communicate to your clients that there is lab processing time, as well as whatever amount of time your studio needs to finalize and approve the order.
Some photographers explain this to their clients using the Optional Message Shown at the Checkout feature. This message is displayed to your clients at checkout and on their order confirmation. You set this message up by going to the Shopping Cart section of the Gallery Settings.
You can control the shipping speeds that your client has access to in the Price Sheet Settings area of your price sheet under the Price Sheet Settings > Shipping section. If you are using a lab-fulfilled price sheet, you can choose to match the lab shipping cost. All price sheets will have access to create custom shipping prices.