I too thank you @Gregarican .!!
It was really frustrating to get filtering working on fulfillment_status. First, the API docs are not correct, as seen below in the “Order” reference.
https://shopify.dev/docs/admin-api/rest/reference/orders/order
And elsewhere in the documentation, the example from the GraphQL Learning Kit also uses the incorrect value.
https://www.shopify.ca/partners/blog/shopify-graphql-learning-kit
The API documentation and examples need to be updated!

