If we want to invoice multiple orders at once, we check the Invoice collectively checkbox on the orders (under the Billing tab).
After entering delivery notes, invoices can be created by selecting the individual orders you want to invoice. Then, via Services or the right-click menu, use the function Create issued invoice. This function does not create a consolidated invoice — instead, it creates a separate invoice for each order.
If you need to invoice multiple orders on a single invoice, this must be done through the invoice itself. In the invoice line items, there is a dropdown list, and one of the available functions is called Order fulfillment (which allows you to invoice multiple orders into a single invoice).