We use those APIs all of the time and have no issues.  Are you importing the lines as closed (after the first)?  One troubleshooting technique is import a small 2 line order.  Verify it has the problem.  Then…

How are you creating the pick lists and shipments?  What type of items are on the Sales Order Lines (Lot, Non-Tracked, etc.) Also, are these missing lines selected when you create your pick list?  If so…