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But I think that there would be 3 sustained cases ...
You're probably right. Check the Technical Reference Manual on how to propely setup the hot sustained load cases.

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... and every sustained case compared to corresponding Sh.
Don't think I'm going to agree with this statement. While you may have different boundary conditions to evaluate primary streses for the various positions/conditions of the system, using anything other than the lowest Sh is non-conservative.
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Regards,
Richard Ay - Consultant