How to Cancel a Drop Ship PO after returns

Summary: We are testing the Drop Ship Returns. After processing returns from Sales Order, we returned the Supplier PO, Cancelled the ASN and then tried to Cancel the PO so that it is not available for further use.

But we see the message 'Cancellation should be initiated from the Sales Order' and unable to cancel this PO. But Cancel option is not available in the SO as it is Closed.

What is the best practise in this case?

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We are testing the Drop Ship Returns. After processing returns from Sales Order, we returned the Supplier PO, Cancelled the ASN and then tried to Cancel the PO so that it is not available for further use.