There are two possible reasons for this:

1. there is a parcel number for the order, but no return tracking number (return label).

Analysis: Check this in the menu Orders > Shipping Centre.

Return labels are displayed after searching for the respective order in the "Return labels" tab.

Solution: If no label is available, this label must be created afterwards and the shipment must be reported again.

2. A return label exists.

Analysis: If this already exists, please check the time the return label was created and the time the shipment was reported to Zalando.

If the label already exists, it may be that the label was not before the shipment was reported to Zalando.

Solution: Trigger the shipment report again by restarting the event action. Depending on the event chosen within your actions, you should proceed accordingly. If it is not possible to trigger this event, you can also create a new action as a fallback by changing the status.