Part-1 : Create Order Status Manually
1- Go To Stores -> Settings -> Order Statuses
2- Click On Create New Status
3- Insert Status Code make sure to remove spaces.
4- Add Status Label
5- Click On Save Status
6- Now Next task is to Assign State
7- Click on Assign Status to State
8- Select the newly created Order Status
9- Select the Order State
10- Click on Save Status Assignment.
After Saving The New Status Will Appear in the order Statuses