Yes You are correct.

But you mentioned "Final Invoice with Qty of Zero"

Are you partially shipping and then Partially Invoicing also?

Because if that's the case then the system is literally built for that. 

The way I understood your question was that you get a big Order, Ship in many parts and THEN invoice the whole order?

If this isn't the case then just converting the partial Order to Invoices each time and printing a Packing slip for each partial shipment/invoice is a perfect, neat simple solution