You mean BPT = ESC_DELIV amd AOT = OBP10_DELIV? If yes, goto the relevance FM /SAPTRX/XRA_SD_DELIV_OBP10 and put a break point and see if the result is T or F. If result is 'F', then no EH will be created.
Your delivery document should be either LF or LO type for the condition to be 'T'.
Since you are using standard objects, your EH type and EE profiles and all other profiles should have been already set in EM. If you use custom EH Types, then yes, you need EE profile to be set up in EM system ( where ever your EM system is ).
Thanks,
Vishnu