Create New Order Status in WooCommerce

wc_register_order_status.php

//Step 1: Register the new order status
add_action( 'init', 'pf_register_order_statuses' );
function pf_register_order_statuses() {
	register_post_status( 'wc-processing-ss', array(
      'label'                     => 'Processing - ShipStation',
      'public'                    => true,
      'exclude_from_search'       => false,
      'show_in_admin_all_list'    => true,
      'show_in_admin_status_list' => true,
      'label_count'               => _n_noop( 'Processing - ShipStation <span class="count">(%s)</span>', 'Processing - ShipStation <span class="count">(%s)</span>' )
  ) );
}

//Setp 2: Add the new order status to the list of order statuses
add_filter( 'wc_order_statuses', 'pf_order_statuses' );
function pf_order_statuses( $order_statuses ) {
    $new_order_statuses = array();

    foreach ( $order_statuses as $key => $status ) {
        $new_order_statuses[ $key ] = $status;

        if ( 'wc-processing' === $key ) {
          $new_order_statuses['wc-processing-ss'] = 'Processing - ShipStation';
        }
    }

    return $new_order_statuses;
}