On the marks return admin page, there is a cross under transfer when I know I have successfully transferred the return.
It is indicated that the return has not been made when it has.
You can check your return on Pegasus - as long as you see the results you expect there, everything is fine.
If you look at the version history and transfer history pages, you will find that the transfer version number is lower than the latest version number. However, you may have saved identical copies, or made a change, saved it, and later changed it back. This will look to the system as if you have edited the return and there is a new (and different) version.
If you are sure you have made no changes, then no action is required.