Hello @anacirina !
Flexible Shipping is a plugin which only calculates the shipping rates for orders in your shop. It is an algorithm which does not use any personal data about your clients. It does not store or process any sensitive data about your clients. So, I can assure you that the plugin was, is and will be GDPR-compliant.
Upcoming WooCommerce 3.4. will have some new features GDPR-connected: https://woocommerce.wordpress.com/2018/04/18/woocommerce-3-4-beta-is-here/
So, don’t worry, you will have few simple functionalities that will help you make your shop GDPR-compliant.