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You could perhaps try something like this - basically I use the same group by, but then in the next step go back to the previous step and then join with the values from the group by then calculated a value for each row that is equal to the max version number per Sales Order and then remove the rows that does not match. You can always add extra steps to remove columns you don't want to keep.

CalcMaxVersion = Table.Group(#"NameOfPreviousStep", {"Sales Orders"}, {{"MaxVersion", each List.Max([#"Version number"])}}),
    #"Add Column" = Table.NestedJoin(#"Renamed Columns", "Sales Orders", CalcMaxVersion, "Sales Orders", "MaxVersion", 1),
    #"Expanded MaxVersion" = Table.ExpandTableColumn(#"Add Column", "MaxVersion", {"MaxVersion"}, {"MaxVersion.MaxVersion"}),
    #"Added Conditional Column" = Table.AddColumn(#"Expanded MaxVersion", "RowsToKeep", 
        each if [Version number] = [MaxVersion.MaxVersion] then "Keep" 
            else if [Version number] <> [MaxVersion.MaxVersion] then "Discard" 
            else null ),
    #"Filtered Rows" = Table.SelectRows(#"Added Conditional Column", each ([RowsToKeep] = "Keep"))
in
    #"Filtered Rows"