Keep GoCardless subscription orders on-hold until payment confirmed

functions.php

function custom_woocommerce_set_subscription_order_status ( $status ) {
 	return 'on-hold';   
}

add_filter( 'woocommerce_gocardless_create_payment_subscription_order_status', 'custom_woocommerce_set_subscription_order_status' );
add_filter( 'woocommerce_gocardless_create_payment_subscription_renewal_order_status', 'custom_woocommerce_set_subscription_order_status' );