I'm looking at the last image file you posted and it's not correct. You've created a circular relationship among Customers, Deliveries, DeliveryDetails, Orders and OrderDetails. There should only be one way to trace a path between tables, but your circular path allows 2.
To fix this more questions have to be asked about your data.
1 why do orders and deliveries both need details?
2 can part of an order be delivered?
3 can a delivery contain more than 1 order?
4 isn't cost more associated with an order than a delivery?