Hi,
I indeed tested by changing the order status in backend, so I just tried to proceed a common checkout on frontend and validate my order in frontend, no issues.
We now that the used plugin is this one, but we are talking about the plugin ordering
In the plugin list, if this plugin is not the last one called, so another plugin can potentially manage the order status after this one, so please put this plugin at the end of the plugin list, this way it will be the latest called and the order status should be changed automatically.