Due to Amazon policy, you are not allowed to delete any shipments in a shipping plan unless you delete them all. For more information, please see - Deleted, misrouted, and incomplete shipments
This means that, if you need to delete a shipment, you also have to delete any other shipments that were created from the same shipping plan to adhere to this policy.
Steps to help with deleting shipments can be found here- How to Delete Working Shipments in Seller Central
What if I don't like how Amazon split up my items between multiple warehouses?
If you get to the Proposed Shipping FBA Shipment page in a Private Batch and don't like the splits, you can click the "Decline Shipments and Go Back" button.
Note: The option will not be available once you create any of the proposed shipments or add any to existing shipments.
This allows you to try creating the shipments again later to see if the splits are more to your liking, or you can even add additional items to the batch before trying again to see if that makes the splits more cost-effective.
You can also try turning on Amazon's Inventory Placement Service in Seller Central before trying to create shipments again to see if that helps. Please see their documentation on this option for more information- FBA Inventory Placement Service
What if I have duplicate shipments for the items in my batch?
If you get to the Proposed Shipping FBA Shipment page in a Private Batch notice you have duplicate shipments for the items, before you create any, you'll need to close and restore the batch to correct the issue: