The COGS that is processed when an invoice posts uses the Average Cost of the item on the SO line at the time.  If you ship prior to posting the Finished Production, the item cost will be inaccurate, reflecting the cost from the previous instance of manufacturing it and if it is a new item it will be 0 because there is no history.  Not something to fix in the program but in your process control.  You need to make sure you have entered the finished production to put the stock on hand before invoicing.  Make it before you ship it.
 
There is a Sales Order Default to prevent or warn when releasing a SO if there is not on hand inventory to satisfy the shipment.