There are a couple of common reasons that will cause an inability to create a Shopify order:
The product, that was selected by an influencer, was manually created and added into your brand rather than imported directly from your Shopify account. If a product is not imported, an order cannot be created because there is no link between that product and your Shopify store.
Options, SKU's or Variants were added after the product was imported into your brand. These changes made to a product can break the syncing between Grin and Shopify.
When editing imported products, the message above will be present to notify you that adjusting options, SKU's or variants can be made, however, these changes could cause the sync between Grin and Shopify to break. Once the link is broken you will not be able to create the order.