While more and more ships are offering more and more venues these days, a costume store is not something currently on any ship. However, in a couple years, I fully expect ships to grow to the point that this may become a feature.
As far as having a ship sponsored Halloween Party, probably not. The Cruise Director and his/her staff will probably be in costume that evening. But I doubt that tere will be any trick-or-treating allowed. Don't let that stop you. There are plenty of costume shops on the internet and you can purchase just about anything you can imagine. Get you own costume and take it with you. Make your own party. The cruise lines will let you do just about anything you wish, as long as you don't hurt yourself, anyone else or damage the ship.
When we sail with Costa, we routinely take our own togas for Baccanal Night.
I say, ...... GO FOR IT!
(and take pictures......)