If you're not using Etsy labels, you have to mark the order as complete and input the tracking number manually (if you have tracking). All you can do now is mark the order complete. I'd also add a note to the buyer letting them know this is for the order they have already received and you're just fixing the back end paperwork. Etsy will ding you SSP-wise but can't be helped now.
If you did use Etsy labels, it should have marked it shipped when you shipped it. That might be a glitch so contact Etsy (via the manager page option) and see if they can fix it on their end.
