From this code snippet you can create custom order status delivered

create_delivered_status.php

<?php
// Add this code to your theme functions.php file or a custom plugin
add_action('init', 'register_order_status');
//add status after completed
add_filter('wc_order_statuses', 'add_delivered_to_order_statuses');
//Custom Statuses in admin reports
add_filter('woocommerce_reports_order_statuses', 'include_custom_order_status_to_reports', 20, 1);
// for automate woo to check order is paid
add_filter('woocommerce_order_is_paid_statuses', 'delivered_woocommerce_order_is_paid_statuses');

/*** Register new status : Delivered
 * https://www.zorem.com/how-to-create-custom-order-status-in-woocommerce/
 **/
function register_order_status()
{
    register_post_status('wc-delivered', array(
        'label' => __('Delivered', 'text-domain'),
        'public' => true,
        'show_in_admin_status_list' => true,
        'show_in_admin_all_list' => true,
        'exclude_from_search' => false,
        'label_count' => _n_noop('Delivered <span class="count">(%s)</span>', 'Delivered <span class="count">(%s)</span>', 'text-domain')
    ));
}

/*
 * add status after completed
 */
function add_delivered_to_order_statuses($order_statuses)
{
    $new_order_statuses = array();
    foreach ($order_statuses as $key => $status) {
        $new_order_statuses[$key] = $status;
        if ('wc-completed' === $key) {
            $new_order_statuses['wc-delivered'] = __('Delivered', 'text-domain');
        }
    }
    return $new_order_statuses;
}
/*
 * Adding the custom order status to the default woocommerce order statuses
 */
function include_custom_order_status_to_reports($statuses)
{
    if ($statuses)
        $statuses[] = 'delivered';
    return $statuses;
}
/*
 * mark status as a paid.
 */
function delivered_woocommerce_order_is_paid_statuses($statuses)
{
    $statuses[] = 'delivered';
    return $statuses;
}