I've been having this problem for several weeks, but found that the issue was with the new listing form. I switched back to using the old listing form, and the problem went away. But with the toss-out of the old form here soon, I wanted to get used to using the new one. Hence my problem. Every time I use the new form to edit or create a "Made-To-Order Digital Listing", it is automatically marked as completed when the customer purchases it. I've had to resort to keeping a list on paper outside of Etsy if I don't want to lose track of anyone's orders. It's kind of ridiculous. I know this is a 'peer-to-peer' thread, but I'm just posting here because the hamster wheel of Etsy Support was getting tediously long-winded. Hoping the devs see this and are able to fix.
Yes happening to me and so frustrating! I've had multiple people messaging me asking where their order is and I didn't even see it because it got marked completed!