Postal codes are delivered by CTT institution (http://www.ctt.pt) through a txt file. SAP has a tool to upload this file into the database. In case a missing postal code, an update could be necessary.
Please check the following information: Updating postal codes
In case the previous information did not solve your issue, please contact us (SCN, chat, incidence) providing the information described in the following link:
How to report an incident to SAP Support about PY-PT.