Delivery challan and Invoice are two different documents having different uses.
A delivery challan is issued to record the movement of goods from one place to another whether it is sale or not. For example, a Delivery challan is also issued when the movement of goods is from head office to branch office which is not a sale. Delivery challan shows what goods are being transported from which location to which location. Road permit of goods is taken through E-way Bill. 
An invoice is issued for the sale of goods, when goods are sold, the invoice is given by the buyer to the seller as proof of sale showing consideration amount and tax amount, and all other relevant detail as per prevailing law for the collection of sales amount from the buyer. The buyer makes a payment against the invoice of the seller and records it in its accounts. Invoice is issued in triplicate (1) Original for Buyer (2) Duplicate for Seller (3) Triplicate for Transporter. 
Hence the movement of material is done with Delivery challan, E-way bill & Invoice (transporter copy), and LR copy which is issued by the transport company for sending goods through Road transport. LR is also issued in Triplicate (1) Consignor copy (2) Consignee copy (3) Driver Copy.