Sorry to hear about the confusion with this order. First off, which payment gateway was this order purchased through? For example, PayPal?
My first piece of advice is to look in your Orders > Abandoned checkouts, you can look for the matching order total, or search by the customer name. Do you see the order there? If yes, this was likely not converted into a full order as the customer probably closed the checkout page before the "Thank you" page was loaded. Since we use this page to confirm it's a completed order, if this page was not fully loaded, we will record that as an abandoned checkout.
If this is what has occurred, please confirm you've received payment with your payment gateway, and that an abandoned cart exists on Shopify. After this, your can recreate the abandoned cart as a draft order, manually mark it as paid, and fulfill from there.
Let me know if this resolves the issue, if not, we can go from there!
Hilary | Community Moderator @ Shopify - Was my reply helpful? Click Like to let me know! - Was your question answered? Mark it as an Accepted Solution - To learn more visit the Shopify Help Center or the Shopify Blog