Hi,
If you modify the database directly, HikaShop won't be triggered so all the code which should be executed for the order processing (coupon, stock, market vendors, serial management, etc) won't.
I recommend you to create a little plugin which will use the HikaShop function in order to change the order status.
$orderClass = hikashop_get('class.order');
$updateOrder = new stdClass();
$updateOrder->order_id = $order_id;
$updateOrder->order_status = 'shipped';
$orderClass->save($updateOrder);
So your third party application could call an URL in your website, given the order_id in parameters (with a secret password or other thing for the security). Your plugin will catch it, call HikaShop to change the order_status and all will work better.
The "HikaSerial coupon" step is a new step which allow you to use HikaShop coupons or HikaSerial serials during the checkout.
If you have some consumable serials (like with the new points plugins), it could be useful to let the customer enter his serial during the checkout in order to gain his points. (instead of having a module somewhere in your site).
If you do not have serial to consume, you do not need this special HikaSerial checkout step.
Regards,