Add a new order status 'chargeback' to your PMPro site.

add_chargeback_custom_order_status.php

<?php
/**
 * Add a new order status 'chargeback' to your PMPro site.
 *
 */
function add_chargeback_custom_order_status( $statuses ) {
	$statuses[] = 'chargeback';
	return $statuses;
}
add_filter( 'pmpro_order_statuses', 'add_chargeback_custom_order_status' );