Hi,
When you create an order status you should not change his parent category.
We will see to change that in a future release ; the fact that you can see the parent category is a side effect of some previous patches.
If you have created a incorrect value ; you should edit it directly in the database or using a mass-action.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.