I used a LEFT join assuming you can't have sales order lines without a sales order, but the performance might be the same as OUTER.

What about joining the two tables?

SELECT DISTINCT SO.omlSalesOrderID

FROM m1_dc.dbo.SalesOrders AS SO

LEFT OUTER JOIN m1_dc.dbo.SalesOrderLines AS SOI

ON SO.ompSalesOrderID = SOI.ompSalesOrderID

WHERE SO.ompShippingMethodID='JBFM'

OR SOI.omlPartID='finalmile'