This seems such a common case ... but I still have not found a solution for it.

Yes the suggested solution wouldn't work as the route would want a rule to replenish WH/ Stock. I have deleted the answer.

Since the 2 routes Ship and DS are not sequential, believe you would require to set route on the sale order line for the product prior to confirmation of SO.

The other consideration you might also require to make is for partially available quantity in WH/stock - ship + Buy or Ship + DS (split order lines) or only DS

If you do wish to have the flow sequential, you could use the 'buy' route on the product and prior to confirmation of PO modify the 'Deliver To' field in the 'Other Information' tab of RFQ to that of the customer contact.

This would create 2 operations Delivery Order + DS for orders with partial quantities

Believe the solution design would have to be specific to business need and has to consider, the volume of orders, # of products/ order lines, preferred delivery methods etc. While 1 delivery order is created per SO allowing a single shipment/ delivery management of order, 1 SO would get split into multiple DS depending on the number of vendors, creating multiple operations which might be easier to manage from SO