Hello,
You're trying to delete an HikaMarket order which is related to a vendor and also to an HikaShop order.
You have to delete the HikaShop order and not the HikaMarket one.
So please do what is told you : delete the parent order.
And you can simply click on the button "parent order" in the toolbar to open it.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.