How do I figure out what's wrong here and then fix the problem?
I've seen this unfortunate behavior before. Try this:Next time you print the packing slip, go into the application transaction VL02n (delivery change) and have it set to send output immediately (timing = '4'), then save the document (it doesn't matter if "print immediately" is set). That should force the error into the log. Now, the next time you go into the application document, you should see the red light and be able to view the error. Or as an alternative use transaction SFTRACE, making sure it is set to flag errors.