Products without stock in HikaShop cannot be purchased and there is no separate shipments/invoices system.
However, if you don't handle the stock in HikaShop and that the set of products with/without stock is already determined, you can set the products into different warehouses, and assign your shipping methods to different warehouses. Then, the customers will see one shipping method selection per group of products in the checkout. So based on what you need it might be possible to use that.
Otherwise, To have split orders, it requires the multivendor system of HikaMarket and have the products assigned to different vendors. So it might be an even better solution. And with a HikaMarket custom plugin, you should be able to dynamically assign the vendor to the products based on their quantity. So it could potentially be a complete solution. But I'm not the specialist in that area. I'll let Jerome answer on that later on if that's something you're interested in.