The “Direct Transfer” setting in Transfer Orders should work with advanced warehouses: 

• On one hand, work with the "Transfer-from Code" location that has the “Require Shipment” boolean set to true, whether has boolean “Require Pick” set to true or not. This way, when the Warehouse Shipment is posted, the receipt would be posted automatically. 
• On the other hand, work with the "Transfer-to Code" location set with “Require Receipt” whether has “Require Put-away” boolean set to true or not. Thus, when the Shipment is posted (whether or not with Warehouse Shipment) it should trigger the creation and posting of the Warehouse Receipt, as well as the creation of the Put-away document automatically (depending on the configuration of the warehouse).