Hello,
You have to use the trigger "onAfterOrderUpdate" and check the order status modification.
Please understand that it can have an "refund" trigger because there is no "refund" action ; there is a modification of the order status and you can create has many statuses that you want.
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.