In the "Sales Order" screen, the payment shouldn't be recorded as a payment, but a prepayment. (beacause the shipment and invoice hadn't been done yet).
When we go into "payment" tab, we have the option to create a payment. When we click on and we change the type to have a prepayment, we lose every information we had. (And if we copy/paste, it doesn't copy/paste every information, like the order to apply)
I suggest the option to create directly a Prepayment, not a Payment.