Hello,
One solution, it's directly in your payment plugin paypal to define your required order status, like show in my screenshot :
In your
Specific Configuration you have (for most of your payment plugins) some dropdowns to define which order status is mute from each kind of payment platform returns.
Note : Define on
Invalid status "
created" means that like you wished it, keep your order created if your customer cancel the command
BUT that means too, if there some issue while payment your order will stay created (but without payment) and so take care to have on
verified status something different or managing order will be complicated.
Regards