So I added the following action to add extra content about 'local pickup' to the checkout page.
add_action( 'woocommerce_review_order_before_payment', 'my_custom_action', 20 );
When I change the shipping method I want to 'reload' the action to hide/show the content in case the shipping method is local pickup.
I'm not an expert on hooks or wordpress ajax... can't figure this thing out