Hello Util001,
From the informationen provided above I am not sure whether you can simply transfer items across borders for replenishing warehouses. Usually tax authorities have something against it and require legal invoices for tax purposes requiring the use of sales orders. Before trying to setup anything in the way you plan, I would suggest that you talk with a tax expert in your country to clarify whether or not legal invoice documents are required. Based on that you can decide whether to use transfer orders or any other AX feature for this process in AX.
All the best,
Ludwig