Hi,
Export in XLSX is not something we want to handle for now. CSVs can already be opened by excel and is a widely used format. XLSX would require a side library just for that inside HikaShop for a very limited benefit and would require quite some time to work on it while there is already a solution which doesn't add any overhead if you want to open it with excel. In your case, I would recommend a customization of the file "export" of the view "order" via the menu Display->Views in order to generate a XLSX instead of a CSV.
For the order status, you can do it by selecting the status dropdown before clicking on the export button.
Your other suggestions are already on our todo list so we'll get to it eventually.