At the moment If I want to send items to a fulfilment warehouse I have to
This is overly complicated, prone to human error, and results in frequent overselling or loss of data. The "Warehouse transfer" feature doesn't apply to 3rd party fulfilment locations, which is a massive oversight in my opinion as I am sure many people are also in the same boat as me.
A much simpler method would be to implement a "Holding" Location for each fulfilment location that is used to book transfers (units and unit cost), which you then confirm as 'actioned' when the package has been processed at the fulfillment centre. If total units and the unit costs added to the Fulfilment location match then the transfer is confirmed, and if not you are prompted to contact fulfilment or check own data for errors.
If a similar feature or workaround exists that I haven't found, then please let me know. Otherwise, if anyone else would want this feature, leave a message below! :D