Shipments/Order going to invoice without physically shipping the order

this does not seem possible,,, what process is run to create the invoice with no shipment ?  

do you have scheduled processes?

I would suggest creating case with support so they can duplicate the issue 

@mralyea - are the inventory or non stock items set to “require shipment”

They are inventory items that require shipment

There is a shipment created, there is just something running that moves the shipment through the confirm shipment status and directly to the invoice status.