This is a difficult question to answer without seeing the data. A couple of pointers;

1. SA does have the credit notes.
2. When you say I printed invoices and credit notes, specifically which report?
3. Has all of the sales data been retrieved from OE to SA?
4. Have you used the exact same parameters to filter both reports?
5. Has anyone archieved the data in SA?
6. Is the hoistory in OE complete for the time frame you are reporting on?