What causes this issue?

You specified that a transportation chain should be created.
This means that the selected deliveries are processed in several
processes, for example, main leg shipments in the first process,
preliminary leg shipments in the second process, and subsequent leg
shipments in the third process.
You can have a maximum of five processes. A transportation chain
requires at least two processes.

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

System Response

How to fix this error?

This means that, when using a transportation chain, you must specify at
least which data and options are required for the second process for
the second and any additional processes.

Error message extract from SAP system. Copyright SAP SE.