Hi Ashutosh,
Let's take it one by one.
1) When you say you assigned license to material 20 what does it mean. Are you saying that you classified the product with valid ECCN so license can be determined. Or you manually assigned a license to the material 20.
Please confirm.
2) Are you saying that system is allowing you to create delivery even if the order is blocked. If yes, looks like you don't have copy control routine setup in ECC. Check note 741784.
3) As soon as the delivery is created, your sales order item is no longer relevant for any compliance services. So, that's okay.
Thanks
Dhilipan