I may only suppose that some difference in the plugins list/settings exist. At my tests role with these capabilities:
create_shop_orders
delete_others_shop_orders
delete_private_shop_orders
delete_published_shop_orders
delete_shop_orders
edit_others_shop_orders
edit_private_shop_orders
edit_published_shop_orders
edit_shop_orders
publish_shop_orders
read_private_shop_orders
works with orders (may add a new order) without problem too.
Try to deactivate all plugins except WC and URE. Check if some ‘must use’ plugin works or ‘functions.php’ from the active theme was modified and contains some related code.
