"it would be nice if the Invoice number was the same as the Lot number"
I have to disagree with that one -- I have bidders who win 5, or even 10, lots per auction and if the invoice # was the same as the lot #, I'd have to send 5 or 10 invoices to just one bidder -- you couldn't merge lots at all and that's one of AW2Ks strengths that I particularly like!
I'm not quite sure what you're trying to do --
"not being able to identify an auction on the Invoices grid is awful because that's the screen I work with for all ended auctions...only in Lots can we click on the Icon to actually go to the auction. "
-- while you're in the Invoices window, you can switch from "grid" view where you have the invoice number, to "invoice items" view where you have all the auction lot numbers, along with the titles, that are associated with that invoice. You also have the hammer icon that takes you to the individual lot, plus the globe icon that takes you to the page on eBay so you can check your buyer's country and or/feedback. Seems very efficient to me, and I can always see quickly what lots I'm dealing with for any invoice number. Am I misunderstanding what you're trying to do?