"Deleted after sent" order error is what we also call a "timeout order". It means that we have properly sent the order to the broker but that we never received any answer (executed nor rejected). It means that we do not have any clue if the trade exists or not.
In that case you should look in your broker terminal to see if the order exists or not. If it exists, there is a big chance that the trade copier does not recognize it and that the trade won't be closed when the Master trade will be.
With MT4, if your order has not be executed and the last status is "sent", it could mean that you have connected your Slave account with the investor password instead of the trader password.
Please double check if you use the correct password to connect your Slave account.