Dear Tobias,
Very nice explanation and you shooted the Bulls eye without any deviation--thanks for sharing.
Normally system will allow you create the next document based on the the Status(Controlled by Copying requirements as suggested by Mr Tobias)
in your case your item data and Item delivery data and Item billing data shows as A--so will not allow you to create next document find out what was the exact problem hidden like missing billing date,pricing date,INCO terms etc...)
I think you have created your own Incompletion procedure for your Sales document item category and Delivery item category(if possible share screen shots)
Phanikumar