When you download the order information from Amazon SellerCentral you should download the New Orders and not the Unshipped orders. Make sure that you untick 'Overwrite orders with same order number' when importing. The way that you manage Amazon orders is:
1. Download the previous n days order reports.
2. Import the orders and untick overwrite orders (in the import dialog).
3. When orders have been processed, in One Stop Order Processing, select them and click on the Ship Orders button.
4. Change to the AmazonShippingConfirmation view and export the orders (and import back into Amazon).
When you start using this approach you will initially have to manually update the shipped state for previously processed orders. Once setup for previous orders it is very easy to process new orders. One Stop Order processing controls the shipped status of orders. As orders are shipped Amazon can be updated.