Do you know what are the procedures in order to have multiple shipments on one Load therefore on a single Final Delivery Note?

We have several warehouse orders of type Transfer with the same warehouse from/to and with the same order type with automatic issue/receive procedures. When we run the "Direct Release" command the shipments are created; every single shipment has its own preliminary delivery note (ie it's not the same for all shipments). Therefore for every single shipment Ln generates a different Load...

How can we set up a scenario in which we can automatically have multiple shipments on a single Load (or with single Preliminary Delivery Note)?

Thanks for all the replies! :)