Fernando!
A SAP respondeu o chamado e gostaria apenas de compartilhar o que foi mencionado na solução:
Regarding your issue, please check the bellow notes that are relevant to the error you are facing:
1779240 Cancel billing document connected to nota fiscal electrônica
1809523 NF-e Monitor: Cancel Source Document not possible
1810694 NF-e: Cancellation Synchr. fails after Validation Error
1776965 Cancel prior to author. impossible for batch author. request
1767815 NF-e: Auth. to Cancel manually created NF-e in C.P.A. fails
In case the issue persists, please check your badi implementation CL_NFE_PRINT, if there is no lock being done twice inside, this is a common issue and leads to the error you are facing.
Muito obrigado!
Rodrigo Alves