Can I redirect from Shopify to ANY URL? Or does it have to be Shopify?

If you're using the IP Redirect Plugin for Shopify, the only condition is that the store you're redirecting from, is on Shopify.  You can redirect to, anywhere you like, be it another site on WordPress, Google's Homepage, or another Shopify site.

In other words: Our IP Redirect Plugin is only designed to work on Shopify.  As such, the place you're redirecting from, has to be on Shopify. But you can point to wherever you like