You can manually change the status of an order.
Go to your Orders List and open the order you want to change the status for. Under “state” you can change the order state manually.
You can only see the state that is available for your order in the dropdown menu.
Here you can see an explanation on the order states:
Attention: you can only set the order state to “Shipped” if the Tracking Link is available (see more here: Upload tracking links).