First question:
Space shuttle production requires a fair number of money losing corps. It's an expensive production process, so if you are going to set it up, it would only makes sense to do so in order to either a) have a very large space fleet b) sell the shuttles for gold coins. Right now, I've got a stack of shuttles I can't move for .16 gold coins. I'm actually closing down most of my space industry because of the lack of demand and high cost to operate. Considering that you can set yourself up with a small fleet (about 7 shuttles)for a single gold coin, I would just do that if I were you. Each shuttle really lasts a long time anyway.
As for your second question, yes you would need a country or an enterprise on another world. Over time, you can make your cost back for this by leveling up on game levels and war levels.