Is it permissible to work for express shipping companies while the employee is obligated to transport anything, including intoxicants, whether he knows about it or not?

It is not permissible for a Muslim to be an aid to falsehood and evil, and this includes carrying and transporting alcohol. And whoever gives up something for the sake of Allah, Allah will compensate him with something better. However, if these are merely suspicions and delusions, then there is no obligation to leave the work.