At Sam's Club or BJ's?
Last time I checked at Sam's the only shortening they had said "for frying" and did not have hi-ratio on the box. I didn't think it was for baking so I didn't try it.
I was just at Sam's today and as mentioned they only had fryer shortening which isn't the same thing at all. Sorry
The majority of Sam's clubs don't carry it. However, not too long ago, a CCer stated that he/she purchased the stuff from her Sam's club. The CCer was positive that it was HR shortening. It's been a while...I can't recall the CCer's name or location.
I will say, with much certainty, that if everyone who visits their local Sam's club puts a request for a product and asks their friends and family to do the same (stop by the service desk) there is an increased chance of the product showing up on the sales floor.