Since this is an SD question it would make more sense to ask in the SD forum instead.
Naturally, you can't enter a jurisdiction code in the sales order if it is not a valid value in SAP. I'm not really sure why it's a wide spread belief that somehow through an interface it could be possible to do more than is allowed in an SAP transaction. It's only possible to do the same actions as in VA01 or even less sometimes.
This is just from the technical perspective, maybe the SD experts can advise further. Good question about the billing, you really need to think through the whole cycle.
P.S. Actually this is a rather odd setup, why not integrate SAP with Vertex if you're paying for it anyway?