I run into issues every month when completing KPIs. The filter options differ on the Orders tab and the Shipments tab. For example, I like to go off of ship date rather than order date as that is how we are billed by the carriers. However Filter by Ship Date is only available on the Shipments tab > Shipments. I would then love to be able to filter this by tag but that filter is only available on the Orders tab > Shipped. I could give you many more examples but that is just one to start.
Also, why are the column options different? We utilize the Custom Field 1 information but the column is unavailable on the Shipments tab. Such a pain! There should be the same options on every tab.