SOOrder.SetProcessDelegate doesn’t look valid for me at all.

Can you show us a bigger piece of your code?

The code would be something like this see question in bold: 

 public PXProcessingJoin<SOOrder, InnerJoin<SOLine, On<SOOrder.orderType.IsEqual<SOLine.orderType>.And<SOOrder.orderNbr.IsEqual<SOLine.orderNbr>>>
            , InnerJoin<SOLineSplit, On<SOOrder.orderType.IsEqual<SOLineSplit.orderType>.And<SOOrder.orderNbr.IsEqual<SOLineSplit.orderNbr>>.And<SOLine.lineNbr.IsEqual<SOLineSplit.lineNbr>>>> 
            >, 
            Where<SOOrder.status.IsEqual<
            SOOrderStatus.open>.And<SOOrder.orderType.IsEqual<SOOrderTypeConstants.salesOrder>>.And<SOLineSplit.isStockItem.IsEqual<True>>.And<SOLineSplit.isAllocated.IsEqual<True>>>> orders;

    
    public SOOrderEntry_Process()
    {
       orders.SetProcessCaption("MyProcess");
       orders.SetProcessAllCaption("MyProcess All");
       orders.SetProcessDelegate<SOOrderEntry>(
        delegate (SOOrderEntry graph, SOOrder order)
        {

            graph.Clear();
            var graphext = graph.GetExtension<SOOrderEntry_Extension>();
           

            // line below and spt would be the SOLine and SOLineSplit structures

            // I get the SOOrder from the delegate call (graph and DAC passed)  

            // how to get the line and spt? 

            graphext.Test(order, line, spt, false);

            //graph.Actions.PressSave();
            
        });
    }

You can query the lines ans splits, for example:

var lines = SelectFrom<SOLine>
  .Where<SOLine.orderType.IsEqual<@P.AsString>.And<SOLine.orderNbr.IsEqual<@P.AsString>>>
  .View.Select(graph, order.OrderType, order.OrderNbr)
  .RowCast<SOLine>()
  .ToList();

Or, if you don’t need the orders at all, you can modify your PXProcessing like this:

public PXProcessingJoin<SOLine, InnerJoin<SOOrder, On<SOOrder.orderType.IsEqual<SOLine.orderType>.And<SOOrder.orderNbr.IsEqual<SOLine.orderNbr>>>
            , InnerJoin<SOLineSplit, On<SOOrder.orderType.IsEqual<SOLineSplit.orderType>.And<SOOrder.orderNbr.IsEqual<SOLineSplit.orderNbr>>.And<SOLine.lineNbr.IsEqual<SOLineSplit.lineNbr>>>> 
            >, 
            Where<SOOrder.status.IsEqual<
            SOOrderStatus.open>.And<SOOrder.orderType.IsEqual<SOOrderTypeConstants.salesOrder>>.And<SOLineSplit.isStockItem.IsEqual<True>>.And<SOLineSplit.isAllocated.IsEqual<True>>>> orders;

and your process will be something like this:

 orders.SetProcessDelegate<SOOrderEntry>(
        delegate (SOOrderEntry graph, SOLine line)
        {.....