How are you creating the pick lists and shipments?  What type of items are on the Sales Order Lines (Lot, Non-Tracked, etc.) Also, are these missing lines selected when you create your pick list?  If so are there any errors logged?  When you pick SO Lines in Sage 500 and there are no issues, it pretty much creates the shipment lines with no shipment key assigned yet..  If these do not exist then something occurred during picking.

How are you creating the pick lists and shipments?  What type of items are on the Sales Order Lines (Lot, Non-Tracked, etc.) Also, are these missing lines selected when you create your pick list?  If so are there any errors logged?  When you pick SO Lines in Sage 500 and there are no issues, it pretty much creates the shipment lines with no shipment key assigned yet..  If these do not exist then something occurred during picking.