Ha definido la clave principal dos veces. Prueba:
CREATE TABLE SHIPPING_GRID(
id INT NOT NULL AUTO_INCREMENT PRIMARY KEY COMMENT 'Unique ID for each row',
shipping_vendor_no INT(6) NOT NULL COMMENT 'Foreign key to VENDOR.no for the shipping vendor (vendors_type must be 3)',
start_vendor_no INT(6) NOT NULL COMMENT 'Foreign key to VENDOR.no for the vendor being shipped from',
end_vendor_no INT(6) NOT NULL COMMENT 'Foreign key to the VENDOR.no for the vendor being shipped to',
shipment_duration INT(1) DEFAULT 1 COMMENT 'Duration in whole days shipment will take',
price FLOAT(5,5) NOT NULL COMMENT 'Price in US dollars per shipment lbs (down to 5 decimal places)',
is_flat_rate TINYINT(1) DEFAULT 0 COMMENT '1 if is flat rate regardless of weight, 0 if price is by lbs',
INDEX (shipping_vendor_no),
INDEX (start_vendor_no),
INDEX (end_vendor_no),
FOREIGN KEY (shipping_vendor_no) REFERENCES VENDOR (no),
FOREIGN KEY (start_vendor_no) REFERENCES VENDOR (no),
FOREIGN KEY (end_vendor_no) REFERENCES VENDOR (no)
) TYPE = INNODB;
La clave principal del VENDEDOR debe ser INT(6), y ambas tablas deben ser del tipo InnoDB.
