If you see this error on Shopify shipments in Shiptheory, it could mean that it has already been fulfilled in Shopify. Shiptheory will only download unfulfilled orders from Shopify.
If you change the status of the fulfillment in Shopify to "Unfulfilled" and retry the shipment in Shiptheory, it will download correctly.
If you have any issues or questions from there at all, please reach out to our Support Team and we'll be happy to give you a hand!