I can reproduce this error every time. I have been trying to figure it out for a year and finally realized that this "episodic" bug isn't so episodic at all. It happens every time a cron run occurs.

My setup

Drupal 5.7
Configuration file Protected
Cron maintenance tasks Last run 8 sec ago
You can run cron manually.
Database schema Up to date
File system Writable (public download method)
GD library bundled (2.0.28 compatible)
MySQL database 5.0.51a
PHP 4.4.7
PHP register globals Disabled
Unicode library PHP Mbstring Extension
Web server Apache

Drupal Version : 5.7

Transaction is edited and the Transaction Workflow is set to "Shipped".

Cron run is manually initiated from "Status Report" Page found in "Logs".

Transaction Workflows with "Shipped" status are changed to "Completed". Usually all are changed. Sometimes the latest transaction is spared. Usually not however.

Reproducible for me every time.