Answer: 

Currently you cannot delete a sales order which holds a completed invoice. The reason for this is that the financial side of the transaction has been completed and passed to your accounting provider. 

The process now would be to complete a stock adjustment for the products required and increase them by the quantity needed on that order. Once actioned, you can now complete the sales order.  

Once the Sales Order is completed, you can process a Credit Note to counter the revenue which has been recorded and counted towards your reporting.