When you want to copy an already shipped order, go to the order page and click "Split/copy order".
A copy is made from the order and you can move in to the copied order by clicking "To back order". There you can modify the order if needed.
"Split/copy order" is the same button which can be used to split the order when the order is PENDING for more products to arrive at the warehouse.
When the order is SHIPPED, the action for this button is to copy the order.
When the needed information is in place, remember to save it to NEW state and the warehouse will start to collect the order.
On the order list page you can find the copied orders. The order reference remains the same except a number "_1" is added in the end.