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Create left outer join from Order Number to Revenue Fact and from Shipment Number to Revenue Fact.
Now when you create a report you will get all Orders and Shipments.
It will impact the performance of the reports though.
or you can try creating a union report as
Customer Order Number Shipment Number Revenue Quantity >>>>>>>> This will give you orders which have Revenue
Customer Order Number Shipment Number 0 >>>>>>>> This will give all orders and shipments
Hope this helps.