Did you create the field mappings on the relationship? By default when you create a relationship, at least one field map will be auto-generated. But you should be able to add additional field mappings via the "Mappings" section on the specific 1:N Relationship
on the entity.
Also, I found the field mappings only work for self-referential (i.e. Order created from an existing Order) when the new record is created from the "common" area of the "related" section on the form.