Not all deliveries are assigned to a stage of shipment

What causes this issue?

For dangerous goods checks in the shipment document, only deliveries
are taken into account that are assigned to a stage, because the
countries and mode-of-transport categories required to determine the
dangerous goods master records are derived from the stages and nodes in
the stages.
If individual deliveries are not assigned to stages, there is a risk
that not all dangerous goods products are checked.

System Response

The dangerous goods check is canceled.

How to fix this error?

Assign each delivery to at least one stage.

Error message extract from SAP system. Copyright SAP SE.