Hello Momo, thank you for your question.
We need more information to answer and address your challenge 
If you print the project invoice report as an SSRS-based document, is this data visible on the generated document? If not, please let me know the path to the form in D365 where the delivery location is visible.
Next, attach the latest copy of the template you are working on along with a data source (DDSP) that contains the data you want to see in the report. Please name the data fields in the DDSP that contain the data you want to group and display in your report. An example:
Also, your screenshots appear to be of poor quality. Please create better-quality images in the future. I look forward to your reply 