Hi Olaf,
That's interesting. In the ERP system, try setting a break-point in Function Module /SAPSLL/CD_SD0C_R3 just before the API6800_CSD_SYNCHRONIZE call, and see if it gets hit when you save the Proforma after "completing" it.
If it does, then please confirm that your Export Declaration is not using Customs Warehousing, IPR or OPR (which would not allow cancellation). And, of course, that you haven't already sent the Declaration to the Customs Authority.
Regards,
Dave