Unfortunately, it’s not possible to achieve using just user capabilities. There is no ‘read-only’ mode for shop orders in WooCommerce. If user can access orders list, he can edit them as the key capability for this access is “edit_shop_orders”.
You can play with “Meta boxes access” add-on and try to remove from the order editor page some critical meta boxes, like the “Publish” one. But it still will not give you a full read-only mode.