When the status is changed via bulk actions or by the status button, execute order.updated.

includes/admin/class-wc-admin-post-types.php

@@ -1351,6 +1351,7 @@ class WC_Admin_Post_Types {
 		foreach ( $post_ids as $post_id ) {
 			$order = wc_get_order( $post_id );
 			$order->update_status( $new_status, __( 'Order status changed by bulk edit:', 'woocommerce' ) );
+			do_action( 'woocommerce_order_edit_status', $post_id, $new_status );
 			$changed++;
 		}
 

includes/class-wc-ajax.php

@@ -465,6 +465,7 @@ class WC_AJAX {
 			if ( wc_is_order_status( 'wc-' . $status ) && $order_id ) {
 				$order = wc_get_order( $order_id );
 				$order->update_status( $status );
+				do_action( 'woocommerce_order_edit_status', $order_id, $status );
 			}
 		}
 

includes/class-wc-webhook.php

@@ -561,6 +561,7 @@ class WC_Webhook {
 			'order.updated' => array(
 				'woocommerce_process_shop_order_meta',
 				'woocommerce_api_edit_order',
+				'woocommerce_order_edit_status',
 			),
 			'order.deleted' => array(
 				'wp_trash_post',